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subject:"Risikomodell"
subject:"Theory"
~isPartOf:"Discussion paper / The Pensions Institute, Cass Business School, City University"
~type_genre:"Graue Literatur"
~type_genre:"Textbook"
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Risikomodell
Theory
Risikomanagement
9
Risk management
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Mortality
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Sterblichkeit
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Hedging
3
Risk model
3
Actuarial mathematics
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Altersvorsorge
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Australia
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Australien
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Bevölkerungsentwicklung
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Collateral
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Stiftung
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1971-2004
1
Basis Risk
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Buy-Ins
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Buy-Outs
1
Credit Risk
1
Credit derivative
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Insurance
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Kreditderivat
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Kreditsicherung
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Longevity Bonds
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Blake, David
3
Biffis, Enrico
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Cairns, Andrew
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Dowd, Kevin
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Hunt, Andrew
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Kessler, Amy
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Li, Johnny Siu-Hang
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Discussion paper / The Pensions Institute, Cass Business School, City University
Research paper series / Swiss Finance Institute
24
Working paper / National Bureau of Economic Research, Inc.
23
Discussion paper / Tinbergen Institute
17
Discussion paper / Centre for Economic Policy Research
16
Discussion paper
14
Swiss Finance Institute Research Paper
12
Working paper
12
Working papers
12
Working paper series
11
Working paper series / International Center for Insurance Regulation
10
CFS working paper series
8
SFB 649 discussion paper
8
Études et dossiers / Association Internationale pour l'Étude de l'Économie de l'Assurance
8
IMES discussion paper series / Englische Ausgabe
7
Working paper series / European Central Bank
7
CESifo working papers
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Discussion paper series / LSE Financial Markets Group
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Finance and economics discussion series
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Working paper series / Frankfurt School of Finance & Management
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IDEI working papers
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SAFE working paper
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Working papers / Bank for International Settlements
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Working papers / TSE : WP
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Working papers on finance
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ACTEX academic series
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Beiträge zur Controlling-Forschung
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Betriebswirtschaftliche Diskussionsbeiträge
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CoFE discussion papers
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion paper / Deutsche Bundesbank
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Discussion papers in economics
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Dresden discussion paper series in economics
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Springer-Lehrbuch
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Studia ekonomiczne : zeszyty naukowe Uniwersytetu Ekonomicznego w Katowicach
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Still living with mortality : the longevity risk transfer market after one decade
Blake, David
;
Cairns, Andrew
;
Dowd, Kevin
;
Kessler, Amy
-
2018
Persistent link: https://www.econbiz.de/10011912097
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2
Forward mortality rates in discrete time II : longevity risk and hedging strategies
Hunt, Andrew
;
Blake, David
-
2016
Persistent link: https://www.econbiz.de/10011449869
Saved in:
3
Key q-duration : a framework for hedging longevity risk
Li, Johnny Siu-Hang
;
Luo, Ancheng
-
2011
Persistent link: https://www.econbiz.de/10009536145
Saved in:
4
The cost of counterparty risk and collateralization in longevity swaps
Biffis, Enrico
;
Blake, David
;
Pitotti, Lorenzo
;
Sun, Ariel
-
2011
Persistent link: https://www.econbiz.de/10009536147
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