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Forward mortality rates in dis...
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CAPM
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Madan, Dilip B.
70
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66
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61
Jarrow, Robert A.
53
Carr, Peter
49
Sherris, Michael
42
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41
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36
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35
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35
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34
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34
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33
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33
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32
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31
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31
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31
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31
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30
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30
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30
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29
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27
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27
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27
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26
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25
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25
Hammitt, James K.
25
Harvey, Campbell R.
25
Li, Jackie
25
Stentoft, Lars
25
Benth, Fred Espen
24
Lichtenberg, Frank R.
24
Pestieau, Pierre
24
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24
Strulik, Holger
24
Zhou, Guofu
24
Jacobs, Kris
23
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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BMW Stiftung Herbert Quandt
1
CESifo GmbH
1
Centrul de Cercetări Demografice <Bukarest>
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Colloque Changements Démographiques et Géographiques de la Population de la France <1985, Poitiers>
1
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1
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1
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Federal Reserve Bank of St. Louis
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1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
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1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
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International Longevity Risk and Capital Markets Solutions Conference <10., 2014, Santiago de Chile>
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Munich Economic Summit <6, 2007, München>
1
Nordic Symposium on Contingent Claims Analysis in Finance <1992, Naantali>
1
Schmalenbach-Gesellschaft - Deutsche Gesellschaft für Betriebswirtschaft / Arbeitskreis Finanzierung
1
Symposium Langlebigkeit - Chancen und Sozio-Ökonomische Herausforderungen <1999, Berlin>
1
UNDP
1
Vietnam / Government
1
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International journal of theoretical and applied finance
517
Journal of banking & finance
477
Journal of financial economics
387
Insurance / Mathematics & economics
380
The journal of futures markets
330
Mathematical finance : an international journal of mathematics, statistics and financial theory
326
Journal of economic dynamics & control
307
Finance research letters
291
The journal of finance : the journal of the American Finance Association
285
Finance and stochastics
277
The review of financial studies
273
Applied mathematical finance
259
The journal of computational finance
255
Quantitative finance
233
The journal of derivatives : the official publication of the International Association of Financial Engineers
220
Risks : open access journal
209
Journal of empirical finance
200
Review of derivatives research
181
International review of financial analysis
179
Journal of financial and quantitative analysis : JFQA
178
Applied economics
173
European journal of operational research : EJOR
173
Management science : journal of the Institute for Operations Research and the Management Sciences
167
The North American journal of economics and finance : a journal of financial economics studies
164
Economics letters
162
Journal of health economics
158
Economic modelling
156
The European journal of finance
155
Journal of econometrics
148
International review of economics & finance : IREF
145
Review of quantitative finance and accounting
136
Computational economics
134
International journal of financial engineering
132
Journal of mathematical finance
129
Pacific-Basin finance journal
123
Applied economics letters
117
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116
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108
Annals of finance
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ECONIS (ZBW)
20,547
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1
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1
Modelling longevity bonds : analysing the Swiss Re Kortis bond
Hunt, Andrew
;
Blake, David
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 12-29
Persistent link: https://www.econbiz.de/10011349873
Saved in:
2
Identifiability, cointegration and the gravity model
Hunt, Andrew
;
Blake, David
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 360-368
Persistent link: https://www.econbiz.de/10011825323
Saved in:
3
Modelling
mortality
for pension schemes
Hunt, Andrew
;
Blake, David
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 601-629
Persistent link: https://www.econbiz.de/10011729641
Saved in:
4
Geometric stopping of a random walk and its applications to valuing equity-linked death benefits
Gerber, Hans U.
;
Shiu, Elias S. W.
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 313-325
Persistent link: https://www.econbiz.de/10011398088
Saved in:
5
Market pricing of longevity-linked securities
Tang, Sixian
;
Li, Jackie
- In:
Scandinavian actuarial journal
2021
(
2021
)
5
,
pp. 408-436
Persistent link: https://www.econbiz.de/10012588320
Saved in:
6
Forward
mortality
rates in discrete time I, calibration and securities pricing
Hunt, Andrew
;
Blake, David
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
1
,
pp. S482-S507
Persistent link: https://www.econbiz.de/10012440451
Saved in:
7
Pricing extreme
mortality
risk in the wake of the COVID-19 pandemic
Li, Han
;
Liu, Haibo
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 84-106
Persistent link: https://www.econbiz.de/10013534513
Saved in:
8
Less-expensive long-term annuities linked to
mortality
, cash and equity
Fergusson, Kevin
;
Platen, Eckhard
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 170-207
Persistent link: https://www.econbiz.de/10014306947
Saved in:
9
A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
Saved in:
10
Pricing and hedging of longevity basis risk through securitisation
Zeddouk, Fadoua
;
Devolder, Pierre
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10014485604
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