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~subject:"Sterblichkeit"
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Sterblichkeit
Theorie
52
Theory
52
Mortality
14
Risikomodell
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Risk model
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Risiko
11
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11
Abschreibung
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Cooperative game
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Investitionsentscheidung
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Kooperatives Spiel
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Life insurance
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Außensteuerrecht
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Cross-border taxation
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Flexible Altersgrenze
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Flexible retirement
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Forecasting model
5
Lebensversicherung
5
Pension fund
5
Pensionskasse
5
Private Altersvorsorge
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Private retirement provision
5
Prognoseverfahren
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English
14
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De Waegenaere, Anja
14
Melenberg, Bertrand
12
Stevens, Ralph
5
Li, Hong
4
Yang, Ying
2
Blake, David
1
Boonen, Tim J.
1
Lyu, Pintao
1
McMinn, Richard
1
Nijman, Theodore E.
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Insurance / Mathematics & economics
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Netspar Discussion Paper
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CentER Discussion Paper Series
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
14
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1
Longevity risk in pension annuities with exchange options : the effect of product design
Stevens, Ralph
;
De Waegenaere, Anja
;
Melenberg, Bertrand
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 222-234
Persistent link: https://www.econbiz.de/10003953356
Saved in:
2
Longevity risk and natural hedge potential in portfolios of life insurance products : the effect of investment risk
Stevens, Ralph
;
De Waegenaere, Anja
;
Melenberg, Bertrand
-
2011
Persistent link: https://www.econbiz.de/10008988371
Saved in:
3
The choice of sample size for mortality forecasting : a Bayesian learning approach
Li, Hong
;
De Waegenaere, Anja
;
Melenberg, Bertrand
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 153-168
Persistent link: https://www.econbiz.de/10011349841
Saved in:
4
Longevity risk
De Waegenaere, Anja
;
Melenberg, Bertrand
;
Stevens, Ralph
- In:
De economist : Netherlands economic review ; quarterly …
158
(
2010
)
2
,
pp. 151-192
Persistent link: https://www.econbiz.de/10009299705
Saved in:
5
A multi-population approach to forecasting all-cause mortality using cause-of-death mortality data
Lyu, Pintao
;
De Waegenaere, Anja
;
Melenberg, Bertrand
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
1
,
pp. S421-S456
Persistent link: https://www.econbiz.de/10012440449
Saved in:
6
Longevity risk and capital markets : the 2008 - 2009 update
Blake, David
;
De Waegenaere, Anja
;
McMinn, Richard
; …
-
2009
Persistent link: https://www.econbiz.de/10003814812
Saved in:
7
Redistribution of longevity risk : the effect of heterogeneous mortality beliefs
Boonen, Tim J.
;
De Waegenaere, Anja
;
Norde, Henk
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 175-188
Persistent link: https://www.econbiz.de/10011694430
Saved in:
8
Robust mean-variance hedging of longevity risk
Li, Hong
;
De Waegenaere, Anja
;
Melenberg, Bertrand
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 459-475
Persistent link: https://www.econbiz.de/10011685211
Saved in:
9
Longevity Risk and Natural Hedge Potential in Portfolios of Life Insurance Products : The Effect of Investment Risk
Stevens, Ralph
-
2011
Payments of life insurance products depend on the uncertain future evolution of survival probabilities. This uncertainty is referred to as longevity risk. Existing literature shows that the effect of longevity risk on single life annuities can be substantial, and that there exists a (natural)...
Persistent link: https://www.econbiz.de/10013127855
Saved in:
10
Linking Retirement Age to Life Expectancy Effects on Healthy Life Expectancy Before and After Retirement
De Waegenaere, Anja
-
2015
This paper considers the effects of a policy that links retirement age to life expectancy. We focus on the effects on healthy life expectancy before and after retirement, and on the likelihood of being in good health at retirement age. To investigate these effects, we use a stochastic projection...
Persistent link: https://www.econbiz.de/10013015132
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