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Reducing risks to life : measurement of the benefits
Bailey, Martin J. - 1980
Persistent link: https://www.econbiz.de/10000053343
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Consideration of marital status in a mortality model and its application for mortality risk management
Kwon, Hyuk-Sung - In: Asia-Pacific journal of risk and insurance : APJRI 10 (2016) 2, pp. 193-216
Persistent link: https://www.econbiz.de/10011537251
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Individual post-retirement longevity risk management under systematic mortality risk
Hanewald, Katja; Piggott, John; Sherris, Michael - In: Insurance / Mathematics & economics 52 (2013) 1, pp. 87-97
Persistent link: https://www.econbiz.de/10009718994
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Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk
Luciano, Elisa; Regis, Luca - In: Insurance / Mathematics & economics 55 (2014), pp. 68-77
Persistent link: https://www.econbiz.de/10010366205
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Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary
Lin, Tzuling; Tsai, Cary Chi-Liang - In: Insurance / Mathematics & economics 66 (2016), pp. 44-58
Persistent link: https://www.econbiz.de/10011442674
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Systematic mortality risk : an analysis of guaranteed lifetime withdrawal benefits in variable annuities
Fung, Man Chung; Ignatieva, Ekaterina; Sherris, Michael - In: Insurance / Mathematics & economics 58 (2014), pp. 103-115
Persistent link: https://www.econbiz.de/10010437618
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Optimal hedging of demographic risk in life insurance
Norberg, Ragnar - In: Finance and stochastics 17 (2013) 1, pp. 197-222
Persistent link: https://www.econbiz.de/10009682286
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Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions
Bensusan, Harry; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492465
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Risk analysis of annuity conversion options in a stochastic mortality environment
Kling, Alexander; Ruß, Jochen; Schilling, Katja - In: Astin bulletin : the journal of the International … 44 (2014) 2, pp. 197-236
Persistent link: https://www.econbiz.de/10010393961
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Longevity Risk and Natural Hedge Potential in Portfolios of Life Insurance Products : The Effect of Investment Risk
Stevens, Ralph - 2011
of this paper is to quantify longevity risk in portfolios of mortality-linked assets and liabilities, taking into account … uncertainty is referred to as longevity risk. Existing literature shows that the effect of longevity risk on single life annuities … benefits or from investing in survivor swaps. The effect of financial risk on these hedge effects is typically ignored. The aim …
Persistent link: https://www.econbiz.de/10013127855