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Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions
Bensusan, Harry; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492465
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Risk analysis of annuity conversion options in a stochastic mortality environment
Kling, Alexander; Ruß, Jochen; Schilling, Katja - In: Astin bulletin : the journal of the International … 44 (2014) 2, pp. 197-236
Persistent link: https://www.econbiz.de/10010393961
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Longevity risk
De Waegenaere, Anja; Melenberg, Bertrand; Stevens, Ralph - In: De economist : Netherlands economic review ; quarterly … 158 (2010) 2, pp. 151-192
Persistent link: https://www.econbiz.de/10009299705
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Longevity Risk and Natural Hedge Potential in Portfolios of Life Insurance Products : The Effect of Investment Risk
Stevens, Ralph - 2011
Payments of life insurance products depend on the uncertain future evolution of survival probabilities. This uncertainty is referred to as longevity risk. Existing literature shows that the effect of longevity risk on single life annuities can be substantial, and that there exists a (natural)...
Persistent link: https://www.econbiz.de/10013127855
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Valuation and risk assessment of participating life insurance in the presence of credit risk
Eckert, Johanna; Gatzert, Nadine; Martin, Michael - In: Insurance / Mathematics & economics 71 (2016), pp. 382-393
Persistent link: https://www.econbiz.de/10011630886
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Quantitative modeling of risk management strategies : stochastic reserving and hedging of variable annuity guaranteed benefits
Feng, Runhuan; Yi, Bingji - In: Insurance / Mathematics & economics 85 (2019), pp. 60-73
Persistent link: https://www.econbiz.de/10011990615
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Special issue "Actuarial and financial risks in life insurance, pensions and household finance"
Regis, Luca - In: Risks : open access journal 5 (2017) 4, pp. 1-2
Persistent link: https://www.econbiz.de/10011783050
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Financial engineering: a flexible longevity bond to manage individual longevity risk
Zhou, Yuxin; Sherris, Michael; Ziveyi, Jonathan; Xu, Mengyi - 2020
Persistent link: https://www.econbiz.de/10012534761
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Benefit volatility-targeting strategies in lifetime pension pools
Bégin, Jean-François; Sanders, Barbara - In: Insurance : mathematics and economics 118 (2024), pp. 72-94
Persistent link: https://www.econbiz.de/10015067021
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Decomposing dynamic risks into risk components
Schilling, Katja; Bauer, Daniel - In: Management science : journal of the Institute for … 66 (2020) 12, pp. 5738-5756
Persistent link: https://www.econbiz.de/10012391415