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The impact of mortality shocks on modelling and insurance valuation as exemplified by COVID-19
Schnürch, Simon; Kleinow, Torsten; Korn, Ralf; Wagner, … - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 3, pp. 498-526
Persistent link: https://www.econbiz.de/10013469922
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The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices
Arık, Ayşe; Uğur, Ömür; Kleinow, Torsten - In: ASTIN bulletin : the journal of the International … 53 (2023) 2, pp. 392-417
Persistent link: https://www.econbiz.de/10014320277
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Applied Quantitative Finance : Theory and Computational Tools
Härdle, Wolfgang - 2002
Applied Quantitative Finance presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the selection of topics as well as in a finely tuned...
Persistent link: https://www.econbiz.de/10013523096
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Modeling and management of longevity risk
Cairns, Andrew - In: Recreating sustainable retirement : resilience, …, (pp. 71-88). 2014
Persistent link: https://www.econbiz.de/10010458573
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Some notes on the dynamics and optimal control of stochastic pension fund models in continuous time
Cairns, Andrew - 1998
Persistent link: https://www.econbiz.de/10001489238
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Pension-fund mathematics
Cairns, Andrew (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001778841
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From financial economics to fair valuation
Cairns, Andrew (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001586859
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Interest rate models : an introduction
Cairns, Andrew - 2004
Persistent link: https://www.econbiz.de/10001792363
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A family of term-structure models for long-term risk management and derivative pricing
Cairns, Andrew - In: Mathematical finance : an international journal of … 14 (2004) 3, pp. 415-444
Persistent link: https://www.econbiz.de/10002125567
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Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging
Cairns, Andrew - 2011
Persistent link: https://www.econbiz.de/10009536153