Frailty-based mortality models and reserving for longevity risk
Year of publication: |
2024
|
---|---|
Authors: | Carannante, Maria ; D'Amato, Valeria ; Haberman, Steven ; Menzietti, Massimiliano |
Published in: |
The Geneva papers on risk and insurance - issues and practice. - Basingstoke : Palgrave Macmillan, ISSN 1468-0440, ZDB-ID 2063785-8. - Vol. 49.2024, 2, p. 320-339
|
Subject: | Adverse selection | Frailty | Stochastic mortality modelling | Sterblichkeit | Mortality | Risikomodell | Risk model | Adverse Selektion | Versicherungsmathematik | Actuarial mathematics | Stochastischer Prozess | Stochastic process | Lebensversicherung | Life insurance | Theorie | Theory | Risiko | Risk |
-
Lifetime asset allocation with idiosyncratic and systematic mortality risks
Shen, Yang, (2018)
-
Santolino, Miguel, (2023)
-
Statistical emulators for pricing and hedging longevity risk products
Risk, J., (2016)
- More ...
-
Carannante, Maria, (2023)
-
COVID-19 accelerated mortality shocks and the impact on life insurance : the Italian situation
Carannante, Maria, (2022)
-
Computational framework for longevity risk management
D'Amato, Valeria, (2014)
- More ...