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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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Environmental dynamics and the links between growth, volatility and mortality
Varvarigos, Dimitrios - In: Bulletin of economic research 65 (2013) 4, pp. 314-331
Persistent link: https://www.econbiz.de/10010194871
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Valuing inflation-linked death benefits under a stochastic volatility framework
Liang, Zongxia; Sheng, Wenlong - In: Insurance / Mathematics & economics 69 (2016), pp. 45-58
Persistent link: https://www.econbiz.de/10011530922
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Dynamic mortality factor model with conditional heteroskedasticity
Gao, Quansheng; Hu, Chengjun - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 410-423
Persistent link: https://www.econbiz.de/10009517552
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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