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Valuation and risk assessment of a portfolio of variable annuities : a vector autoregression approach
Orlando, Albina; Parker, Gary - In: Journal of mathematical finance 8 (2018) 2, pp. 349-371
Persistent link: https://www.econbiz.de/10011874781
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Mortality : dependent financial risk measures
Dowd, Kevin (contributor); Cairns, Andrew (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003335207
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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
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Long-term value at risk
Blake, David; Dowd, Kevin; Cairns, Andrew - 2003
Persistent link: https://www.econbiz.de/10001831006
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Long-term value at risk
Dowd, Kevin (contributor); Blake, David (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001539970
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Pension metrics : stochastic pension plan design and value-at-risk during the accumulation phase
Blake, David (contributor); Cairns, Andrew (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001539997
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Pension metrics : stoachastic pension plan design during the distribution phase
Blake, David (contributor); Cairns, Andrew (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001540000