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Pricing mortality securities with correlated mortality indexes
Lin, Yijia; Liu, Sheen; Yu, Jifeng - In: The journal of risk and insurance : the journal of the … 80 (2013) 4, pp. 921-948
Persistent link: https://www.econbiz.de/10010235582
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The risk of a mortality catastrophe
Bauer, Daniel; Kramer, Florian - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 391-405
Persistent link: https://www.econbiz.de/10011691650
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Pricing standardized mortality securitizations : a two-population model with transitory jump effects
Zhou, Rui; Li, Johnny Siu-hang; Tan, Ken Seng - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 733-774
Persistent link: https://www.econbiz.de/10010127205
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Informed intermediation of longevity exposures
Blake, David; Biffis, Enrico - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 559-584
Persistent link: https://www.econbiz.de/10010127213
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Computerised detection and stochastic forecast of age, period and cohort effects
Ortmann, Karl Michael - In: Zeitschrift für die gesamte Versicherungswissenschaft … 102 (2013) 5, pp. 577-595
Persistent link: https://www.econbiz.de/10010210294
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Longevity risk from the perspective of the ILS markets
Lane, Morton - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 501-515
Persistent link: https://www.econbiz.de/10009503514
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The fundamentals of longevity risk
Nakada, Peter; Breaux, Chris; Honarkhah, Mehrdad; … - In: The journal of alternative investments 17 (2014/15) 1, pp. 55-78
Persistent link: https://www.econbiz.de/10010402270
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Valuations of mortality-linked structured products
Yueh, Meng-Lan; Chiu, Hsin-Yu; Tsai, Shou-Hsun - In: The journal of derivatives : the official publication … 24 (2016) 2, pp. 66-87
Persistent link: https://www.econbiz.de/10011687336
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Optimal control under uncertainty : application to the issue of CAT bonds
Baradel, Nicolas - In: Insurance : mathematics and economics 117 (2024), pp. 16-44
Persistent link: https://www.econbiz.de/10015066883
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Reaching a bequest goal with life insurance : ambiguity about the risky asset's drift and mortality's hazard rate
Liang, Xiaoqing; Young, Virginia R. - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 187-221
Persistent link: https://www.econbiz.de/10012194122