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~subject:"Sterblichkeit"
~type_genre:"Conference paper"
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Sterblichkeit
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MacMinn, Richard D.
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D'Amato, Valeria
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
7
Computational Management Science : CMS
1
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ECONIS (ZBW)
8
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Mortality dependence and longevity bond pricing : a dynamic factor copula mortality model with the GAS structure
Chen, Hua
;
MacMinn, Richard D.
;
Sun, Tao
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 393-415
Persistent link: https://www.econbiz.de/10011685199
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2
Dynamic longevity hedging in the presence of population basis risk : a feasibility analysis from technical and economic perspectives
Zhou, Kenneth Q.
;
Siu-Hang Li, Johnny
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 417-437
Persistent link: https://www.econbiz.de/10011685202
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3
Hedging longevity risk in life settlements using biomedical research-backed obligations
MacMinn, Richard D.
;
Zhu, Nan
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 439-458
Persistent link: https://www.econbiz.de/10011685204
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4
Robust mean-variance hedging of longevity risk
Li, Hong
;
De Waegenaere, Anja
;
Melenberg, Bertrand
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 459-475
Persistent link: https://www.econbiz.de/10011685211
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5
Modeling multicountry longevity risk with mortality dependence : a Lévy subordinated hierarchical archimedean copulas approach
Zhu, Wenjun
;
Tan, Ken Seng
;
Wang, Chou-Wen
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 477-493
Persistent link: https://www.econbiz.de/10011685213
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6
Mortality leads and lags
Milidonis, Andreas
;
Efthymiou, Maria
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 495-514
Persistent link: https://www.econbiz.de/10011685215
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7
The cross-section of Asia-Pacific mortality dynamics : implications for longevity risk sharing
Biffis, Enrico
;
Lin, Yijia
;
Milidonis, Andreas
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 515-532
Persistent link: https://www.econbiz.de/10011685218
Saved in:
8
Computational framework for longevity risk management
D'Amato, Valeria
;
Haberman, Steven
;
Piscopo, Gabriella
; …
- In:
Computational Management Science : CMS
11
(
2014
)
1/2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10010251207
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