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A simplifed model for measurin...
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51
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
Saved in:
52
Tail index-linked annuity : a longevity risk sharing retirement plan
Chen, An
;
Li, Hong
;
Schultze, Mark B.
- In:
Scandinavian actuarial journal
2022
(
2022
)
2
,
pp. 139-164
Persistent link: https://www.econbiz.de/10012872655
Saved in:
53
An efficient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita
;
Millossovich, Pietro
;
Viviano, Fabio
-
2021
Persistent link: https://www.econbiz.de/10012615282
Saved in:
54
A parametric model to price a portfolio of single-premium life insurance policies and to decompose its longevity risk
Ferrentino, Rosa
;
Vota, Luca
- In:
International journal of economics and business …
23
(
2022
)
3
,
pp. 368-388
Persistent link: https://www.econbiz.de/10013253505
Saved in:
55
Mandatory annuitization and money's worth : evidence from Singapore
Fong, Joelle H.
;
Li, Jackie
- In:
Journal of pension economics and finance : JPEF
21
(
2022
)
3
,
pp. 405-424
Persistent link: https://www.econbiz.de/10013269961
Saved in:
56
Solvency
measurement
of life annuity products
Diffouo, Pauline M. Ngugnie
;
Devolder, Pierre
- In:
International journal of theoretical and applied …
25
(
2022
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10013189960
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57
Recent declines in life expectancy : implication on longevity risk hedging
Li, Johnny Siu-Hang
;
Liu, Yanxin
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 376-394
Persistent link: https://www.econbiz.de/10012649240
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58
Longevity risk and capital markets : the 2019-20 update
Blake, David
;
Cairns, Andrew
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 395-439
Persistent link: https://www.econbiz.de/10012649241
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59
Mortality
options : the point of view of an insurer
Schmeck, Maren Diane
;
Schmidli, Hanspeter
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 98-115
Persistent link: https://www.econbiz.de/10012482759
Saved in:
60
Systematic longevity risk : to bear or to insure?
Boon, Ling-Ni
;
Brière, Marie
;
Werker, Bas J. M.
- In:
Journal of pension economics and finance : JPEF
19
(
2020
)
3
,
pp. 409-441
Persistent link: https://www.econbiz.de/10012240694
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