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The volatility of mortality
Bauer, Daniel; Börger, Matthias; Ruß, Jochen; … - 2008
Persistent link: https://www.econbiz.de/10003638564
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Essays on business cycle analysis and demography
Sarferaz, Samad - 2009
Persistent link: https://www.econbiz.de/10008811071
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A longevity basis risk analysis in a joint FDM framework
D'Amato, Valeria; Coppola, Mariarosaria; Levantesi, Susanna - In: Journal of risk finance : the convergence of financial … 18 (2017) 1, pp. 55-75
Persistent link: https://www.econbiz.de/10011653711
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A unified approach to mortality modelling using state-space framework : characterisation, identification, estimation and forecasting
Fung, Man Chung; Peters, Gareth; Shevchenko, Pavel V. - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 2, pp. 343-389
Persistent link: https://www.econbiz.de/10011820669
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Three essays in applied microeconomics and labor economics
Nargis, Nigar - 2003
Persistent link: https://www.econbiz.de/10003623898
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A family of mortality jump models applied to US data
Chen, Hua - In: Asia-Pacific journal of risk and insurance : APJRI 8 (2014) 1, pp. 105-121
Persistent link: https://www.econbiz.de/10010393602
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Swimming with Wealthy Sharks : Longevity, Volatility and the Value of Risk Pooling
Milevsky, Moshe A. - 2018
attention on the Compensation Law of Mortality which implies that individuals with higher relative mortality (e.g. lower income …
Persistent link: https://www.econbiz.de/10012907563
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A tale of two tails : mortality, size, volatility, and epu
Copeland, Maggie; Copeland, Thomas E.; Lai, Zhitong - In: The journal of portfolio management : JPM 48 (2021) 1, pp. 98-114
Persistent link: https://www.econbiz.de/10012656111
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Target volatility strategies for group self-annuity portfolios
Olivieri, Annamaria; Thirurajah, Samuel; Ziveyi, Jonathan - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 591-617
Persistent link: https://www.econbiz.de/10013270078
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The effect of longevity drift and investment volatility on income sufficiency in retirement
Mayhew, Leslie; Smith, David; Wright, Douglas - In: Insurance / Mathematics & economics 78 (2018), pp. 201-211
Persistent link: https://www.econbiz.de/10011825263