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Longevity risk management and shareholder value for a life annuity business
Blackburn, Craig; Hanewald, Katja; Olivieri, Annamaria; … - In: Astin bulletin : the journal of the International … 47 (2017) 1, pp. 43-77
Persistent link: https://www.econbiz.de/10011670852
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Longevity risk, cost of capital and hedging for life insurers under Solvency II
Meyricke, Ramona; Sherris, Michael - In: Insurance / Mathematics & economics 55 (2014), pp. 147-155
Persistent link: https://www.econbiz.de/10010366194
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Securitization of longevity risk : survivor swap perspective
Zou, Xiaopeng; Ye, Zihan; Zhang, Qiuzi - In: China finance review international 6 (2016) 4, pp. 322-341
Persistent link: https://www.econbiz.de/10011722892
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Pricing and securitization of multi-country longevity risk with mortality dependence
Yang, Sharon S.; Wang, Chou-wen - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 157-169
Persistent link: https://www.econbiz.de/10009736119
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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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Verbriefung von Versicherungsrisiken : eine Assetklasse auf Wachstumskurs
Traud, Gertrud Rosa (contributor) - 2007
Persistent link: https://www.econbiz.de/10003646067
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Stochastic mortality modeling and securitization of mortality risk
Bauer, Daniel - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003716389
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Longevity risk in life insurance products
Stevens, Ralph - 2011
Persistent link: https://www.econbiz.de/10008903446
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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
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Reinsurance and securitisation of life insurance risk : the impact of regulatory constraints
Barrieu, Pauline M.; Loubergé, Henri - 2011
for the insurance industry. Against this background, the combination of reinsurance and capital market solutions … (insurance-linked securities) has received an accrued interest. In this paper, we develop a general model of optimal risk … ; insurance-linked securities …
Persistent link: https://www.econbiz.de/10009554550