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Forward mortality rates in dis...
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Mortality
79
Sterblichkeit
79
Theorie
29
Theory
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25
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25
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21
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21
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Blake, David
Fabozzi, Frank J.
124
Lichtenberg, Frank R.
121
Madan, Dilip B.
120
Sherris, Michael
105
Strulik, Holger
99
Chiarella, Carl
87
Ponthiere, Gregory
86
Pestieau, Pierre
84
Zaremba, Adam
84
Jarrow, Robert A.
81
Härdle, Wolfgang
79
Zhang, Lu
79
Cui, Zhenyu
73
Campbell, John Y.
71
Cutler, David M.
68
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67
Hens, Thorsten
66
Jacobs, Kris
66
Viscusi, W. Kip
66
Carr, Peter
65
Schoutens, Wim
65
Ferson, Wayne E.
64
Ruhm, Christopher J.
61
Dowd, Kevin
60
Takahashi, Akihiko
60
Elliott, Robert J.
59
Stentoft, Lars
59
Bekaert, Geert
58
Harvey, Campbell R.
58
Cairns, Andrew
57
Jagannathan, Ravi
57
Leroux, Marie-Louise
57
Greenstone, Michael
56
Stambaugh, Robert F.
56
Deaton, Angus
55
Dumas, Bernard
55
Hammitt, James K.
55
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55
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54
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1
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Discussion paper / The Pensions Institute, Cass Business School, City University
49
The journal of risk and insurance : the journal of the American Risk and Insurance Association
10
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6
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4
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ECONIS (ZBW)
91
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1
Forward
mortality
rates in discrete time II : longevity risk and hedging strategies
Hunt, Andrew
;
Blake, David
-
2016
Persistent link: https://www.econbiz.de/10011449869
Saved in:
2
Modelling longevity bonds : analysing the Swiss Re Kortis bond
Hunt, Andrew
;
Blake, David
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 12-29
Persistent link: https://www.econbiz.de/10011349873
Saved in:
3
Identifiability, cointegration and the gravity model
Hunt, Andrew
;
Blake, David
-
2015
Persistent link: https://www.econbiz.de/10011318347
Saved in:
4
Modelling longevity bonds : analysing the Swiss Re Kortis bond
Hunt, Andrew
;
Blake, David
-
2015
Persistent link: https://www.econbiz.de/10011318350
Saved in:
5
A general procedure for constructing
mortality
models
Hunt, Andrew
;
Blake, David
-
2013
Persistent link: https://www.econbiz.de/10009728653
Saved in:
6
A Bayesian approach to modelling and projecting cohort effects
Hunt, Andrew
;
Blake, David
-
2015
Persistent link: https://www.econbiz.de/10011412903
Saved in:
7
Basis risk and pensions schemes : a relative modelling approach
Hunt, Andrew
;
Blake, David
-
2016
Persistent link: https://www.econbiz.de/10011412911
Saved in:
8
Identifiability, cointegration and the gravity model
Hunt, Andrew
;
Blake, David
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 360-368
Persistent link: https://www.econbiz.de/10011825323
Saved in:
9
Modelling
mortality
for pension schemes
Hunt, Andrew
;
Blake, David
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 601-629
Persistent link: https://www.econbiz.de/10011729641
Saved in:
10
Forward
mortality
rates in discrete time I, calibration and securities pricing
Hunt, Andrew
;
Blake, David
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
1
,
pp. S482-S507
Persistent link: https://www.econbiz.de/10012440451
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