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isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~subject:"Sterblichkeit"
~type_genre:"Article in journal"
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
Insurance / Mathematics & economics
29
Risks : open access journal
9
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
6
Astin bulletin : the journal of the International Actuarial Association
4
ASTIN bulletin : the journal of the International Actuarial Association
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Asia-Pacific journal of risk and insurance : APJRI
3
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
3
European journal of operational research : EJOR
2
Journal of demographic economics : JODE
2
Journal of financial studies : JFS : the official publication of the Taiwan Finance Association
2
Journal of risk finance : the convergence of financial products and insurance
2
North American actuarial journal
2
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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Scandinavian actuarial journal
2
The journal of alternative investments
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1
China finance review international
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1
Computational Management Science : CMS
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)
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Finance and stochastics
1
Finance research letters
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Health care management science
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Insurance : mathematics and economics
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International journal of banking, accounting and finance
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International journal of sports marketing & sponsorship
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Journal of business research : JBR
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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Journal of the American Statistical Association : JASA
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ECONIS (ZBW)
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1
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Single- and cross-generation natural hedging of longevity and financial risk
Luciano, Elisa
;
Regis, Luca
;
Vigna, Elena
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 961-986
Persistent link: https://www.econbiz.de/10011749228
Saved in:
9
Managing mortality risk with longevity bonds when mortality rates are cointegrated
Wong, Tat Wing
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 987-1023
Persistent link: https://www.econbiz.de/10011749231
Saved in:
10
Mortality risk and its effect on shortfall and risk management in life insurance
Gatzert, Nadine
;
Wesker, Hannah
- In:
The journal of risk and insurance : the journal of the …
81
(
2014
)
1
,
pp. 57-90
Persistent link: https://www.econbiz.de/10010340237
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