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Forward mortality rates in discrete time II : longevity risk and hedging strategies
Hunt, Andrew; Blake, David - 2016
Persistent link: https://www.econbiz.de/10011449869
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A Bayesian approach to modelling and projecting cohort effects
Hunt, Andrew; Blake, David - 2015
Persistent link: https://www.econbiz.de/10011412903
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Basis risk and pensions schemes : a relative modelling approach
Hunt, Andrew; Blake, David - 2016
Persistent link: https://www.econbiz.de/10011412911
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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
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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
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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
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Identifiability, cointegration and the gravity model
Hunt, Andrew; Blake, David - 2015
Persistent link: https://www.econbiz.de/10011318347
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Modelling longevity bonds : analysing the Swiss Re Kortis bond
Hunt, Andrew; Blake, David - 2015
Persistent link: https://www.econbiz.de/10011318350
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A general procedure for constructing mortality models
Hunt, Andrew; Blake, David - 2013
Persistent link: https://www.econbiz.de/10009728653
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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