Similar Search Results

A parsimonious approach to stochastic mortality modelling with dependent residuals

Mavros, George; Cairns, Andrew; Kleinow, Torsten; … - 2014

Persistent link: https://www.econbiz.de/10010362818

Factor risk quantification in annuity models

Karabey, Uǧur; Kleinow, Torsten; Cairns, Andrew - In: Insurance / Mathematics & economics 58 (2014), pp. 34-45

Persistent link: https://www.econbiz.de/10010437638

A two-factor model for stochastic mortality with parameter uncertainty : theory and calibration

Cairns, Andrew (contributor); Blake, David (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003329670

Mortality : dependent financial risk measures

Dowd, Kevin (contributor); Cairns, Andrew (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003335207

Taking the long view

Blake, David; Boardman, Tom; Cairns, Andrew; Dowd, Kevin - 2009

Persistent link: https://www.econbiz.de/10003839482

Longevity hedging : a framework for longevity basis risk analysis and hedge effectiveness

Coughlan, Guy D.; Khalaf-Allah, Marwa; Ye, Yijing; … - 2010

Persistent link: https://www.econbiz.de/10008664059

Sharing longevity risk : why governments should issue longevity bonds

Blake, David; Boardman, Tom; Cairns, Andrew - 2010

Persistent link: https://www.econbiz.de/10008807953

Mortality density forecasts : an analysis of six stochastic mortality models

Cairns, Andrew; Blake, David; Dowd, Kevin; Coughlan, Guy D. - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 355-367

Persistent link: https://www.econbiz.de/10008989294

Sharing longevity risk : why governments should issue longevity bonds

Blake, David; Boardman, Tom; Cairns, Andrew - In: North American actuarial journal 18 (2014) 1, pp. 258-277

Persistent link: https://www.econbiz.de/10011339008

The myth of Methuselah and the uncertainty of death : the mortality fan charts

Dowd, Kevin; Blake, David; Cairns, Andrew - In: Risks : open access journal 4 (2016) 3, pp. 1-7

This paper uses mortality fan charts to illustrate prospective future male mortality. These fan charts show both the most likely path of male mortality and the bands of uncertainty surrounding that path. The fan charts are based on a model of male mortality that is known to provide a good fit to...

Persistent link: https://www.econbiz.de/10011507620