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Human lifetime entropy in a historical perspective (1750-2014)
Meyer, Patrick; Ponthiere, Gregory - 2016
Persistent link: https://www.econbiz.de/10011690954
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Human lifetime entropy in a historical perspective : (1750-2014)
Meyer, Patrick; Ponthiere, Gregory - 2019
Persistent link: https://www.econbiz.de/10012002064
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Pricing longevity risk with the parametric bootstrap : a maximum entropy approach
Li, Johnny Siu-Hang - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 176-186
Persistent link: https://www.econbiz.de/10008654260
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Multi-population mortality models : a factor copula approach
Chen, Hua; MacMinn, Richard D.; Sun, Tao - In: Insurance / Mathematics & economics 63 (2015), pp. 135-146
Persistent link: https://www.econbiz.de/10011349844
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Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk
Yang, Bowen; Li, Jackie; Balasooriya, Uditha - In: Insurance / Mathematics & economics 62 (2015), pp. 16-27
Persistent link: https://www.econbiz.de/10011312091
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Human lifetime entropy in a historical perspective (1750-2014)
Meyer, Patrick; Ponthiere, Gregory - In: Cliometrica : journal of historical economics and … 14 (2020) 1, pp. 129-167
Persistent link: https://www.econbiz.de/10012519106
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Multivariate risk-neutral pricing of reverse mortgages under the Bayesian framework
Li, Jackie; Kogure, Atsuyuki; Liu, Jia - In: Risks : open access journal 7 (2019) 1/11, pp. 1-12
risk, interest rate risk and longevity risk. We adopt the principle of maximum entropy in risk-neutralisation of these …
Persistent link: https://www.econbiz.de/10012018623
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Threshold ages for the relation between lifetime entropy and mortality risk
Meyer, Patrick; Ponthiere, Gregory - 2019
Persistent link: https://www.econbiz.de/10012206930
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Threshold ages for the relation between lifetime entropy and mortality risk
Meyer, Patrick; Ponthiere, Gregory - In: Mathematical social sciences 108 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012434296
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Risk-neutral valuation of the non-recourse protection in reverse mortgages : a case study for Korea
Kim, Joseph H. T.; Li, Johnny S. H. - In: Emerging markets review 30 (2017), pp. 133-154
Persistent link: https://www.econbiz.de/10011803025