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Statistical emulators for pricing and hedging longevity risk products
Risk, J.; Ludkovski, M. - In: Insurance / Mathematics & economics 68 (2016), pp. 45-60
Persistent link: https://www.econbiz.de/10011492443
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Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization
Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra - In: Insurance / Mathematics & economics 60 (2015), pp. 47-60
Persistent link: https://www.econbiz.de/10010484834
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Systematic mortality risk : an analysis of guaranteed lifetime withdrawal benefits in variable annuities
Fung, Man Chung; Ignatieva, Ekaterina; Sherris, Michael - In: Insurance / Mathematics & economics 58 (2014), pp. 103-115
Persistent link: https://www.econbiz.de/10010437618
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Longevity insurance annuities : lessons from the United Kingdom
Blake, David; Turner, John A. - 2013
Persistent link: https://www.econbiz.de/10010234136
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Survivor bonds : helping to hedge mortality risk
Blake, David; Burrows, William - In: The journal of risk and insurance : the journal of the … 68 (2001) 2, pp. 339-348
Persistent link: https://www.econbiz.de/10001609522
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Survivor bonds and compulsory annuitization : two ways of helping the private sector reduce the costs of pension provision
Blake, David (contributor); Burrows, William (contributor);  … - 1999 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001540591
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Taking the long view
Blake, David; Boardman, Tom; Cairns, Andrew; Dowd, Kevin - 2009
Persistent link: https://www.econbiz.de/10003839482
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Lifemetrics : managing longevity risk through capital market solutions
Coughlan, Guy D.; Popielas, Dirk - In: Convergence of capital and insurance markets, (pp. 373-413). 2009
Persistent link: https://www.econbiz.de/10003896375
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Longevity hedging : a framework for longevity basis risk analysis and hedge effectiveness
Coughlan, Guy D.; Khalaf-Allah, Marwa; Ye, Yijing; … - 2010
Persistent link: https://www.econbiz.de/10008664059
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An optimal product mix for hedging longevity risk in life insurance companies : the immunization theory approach
Wang, Jennifer L.; Huang, H. C.; Yang, Sharon S.; Tsai, … - In: The journal of risk and insurance : the journal of the … 77 (2010) 2, pp. 473-497
Persistent link: https://www.econbiz.de/10003981547