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Mortality risk modeling : applications to insurance securitization
Cox, Samuel H.; Lin, Yijia; Pedersen, Hal - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 242-253
Persistent link: https://www.econbiz.de/10003953369
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On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie; Haberman, Steven - In: Insurance / Mathematics & economics 61 (2015), pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
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Pricing and solvency of value-maximizing life annuity providers
Nirmalendran, Maathumai; Sherris, Michael; Hanewald, Katja - In: Astin bulletin : the journal of the International … 44 (2014) 1, pp. 39-61
Persistent link: https://www.econbiz.de/10010240690
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Langlebigkeitsanalyse von Versicherungsbeständen
Hentschel, Felix - 2013
Persistent link: https://www.econbiz.de/10010241651
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Selecting stochastic mortality models for the Italian population
Biffi, Paolo; Clemente, Gian Paolo - In: Decisions in economics and finance : DEF ; a journal of … 37 (2014) 2, pp. 255-286
Persistent link: https://www.econbiz.de/10010412475
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On stochastic mortality modeling
Plat, Richard - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 393-404
Persistent link: https://www.econbiz.de/10009517554
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The Impact of Parameter Uncertainty in Insurance Pricing and Reserve with the Temperature-Related Mortality Model
Seklecka, Malgorzata - 2019
Changes in mortality rates have an impact on the life insurance industry, the financial sector (as a significant …. Thus, the pricing of financial, pension and insurance products that are contingent upon survival or death and which is … life insurance), and the actuarial reserve. Finally, several tables and figures illustrate the main findings of this paper …
Persistent link: https://www.econbiz.de/10012902135
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Risk attitudes to catastrophic events : VSL and WTP for insurance against earthquakes
Barbieri, Nicolò; Mazzanti, Massimiliano; Montini, Anna; … - In: Economics of disasters and climate change 6 (2022) 2, pp. 317-337
Persistent link: https://www.econbiz.de/10013262897
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On stochastic mortality modeling
Plat, Richard - 2009
Persistent link: https://www.econbiz.de/10003814814
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Annuities, long-term care insurance, and insurer solvency
Glenzer, Franca; Achou, Bertrand - In: The Geneva papers on risk and insurance - issues and … 44 (2019) 2, pp. 252-276
Persistent link: https://www.econbiz.de/10012293476