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Deferred annuity contracts under stochastic mortality and interest rates : pricing and model risk assessment
Toplek, Denis (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674053
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Price bounds of mortality-linked security in incomplete insurance market
Huang, Yu-lieh; Tsai, Jeffrey Tzuhao; Yang, Sharon S.; … - In: Insurance / Mathematics & economics 55 (2014), pp. 30-39
Persistent link: https://www.econbiz.de/10010366219
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Variable annuities and aggregate mortality risk
Weale, Martin; Van de Ven, Justin - In: National Institute economic review 237 (2016), pp. 55-61
Persistent link: https://www.econbiz.de/10011694221
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Market pricing of longevity-linked securities
Tang, Sixian; Li, Jackie - In: Scandinavian actuarial journal 2021 (2021) 5, pp. 408-436
Persistent link: https://www.econbiz.de/10012588320
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Less-expensive valuation and reserving of long-dated variable annuities when interest rates and mortality rates are stochastic
Fergusson, Kevin - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 381-417
Persistent link: https://www.econbiz.de/10012243342
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Stochastic differential games between two insurers with generalized mean-variance premium principle
Chen, Shumin; Yang, Hailiang; Zeng, Yan - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 413-434
Persistent link: https://www.econbiz.de/10011875615
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Life insurer cost of equity with asymmetric risk factors
Bajtelsmit, Vickie; Villupuram, Sriram V.; Wang, Tianyang - In: The financial review : the official publication of the … 50 (2015) 3, pp. 435-457
Persistent link: https://www.econbiz.de/10011338149
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Decomposing dynamic risks into risk components
Schilling, Katja; Bauer, Daniel - In: Management science : journal of the Institute for … 66 (2020) 12, pp. 5738-5756
Persistent link: https://www.econbiz.de/10012391415
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Less-expensive long-term annuities linked to mortality, cash and equity
Fergusson, Kevin; Platen, Eckhard - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 1, pp. 170-207
Persistent link: https://www.econbiz.de/10014306947
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Pricing survivor swaps with mortality jumps and default risk
Chang, Chuang-chang; chen, Chih-chan; Tsay, Min-hung - In: Jingji-lunwen 38 (2010) 2, pp. 119-156
Persistent link: https://www.econbiz.de/10008688865