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subject:"Risk management"
~person:"Cairns, Andrew"
~subject:"Theorie"
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Cairns, Andrew
Broll, Udo
176
Wahl, Jack E.
70
Kit, Pong Wong
61
Lien, Da-hsiang Donald
57
Zilcha, Itzhak
33
Hull, John
24
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22
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22
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20
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17
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17
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16
Lo, Andrew W.
16
Acharya, Viral V.
15
Dionne, Georges
15
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15
Bhansali, Vineer
14
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14
Li, Johnny Siu-Hang
14
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14
Sherris, Michael
14
Madan, Dilip B.
13
Shiller, Robert J.
13
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12
Hammoudeh, Shawkat
12
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12
Lioui, Abraham
12
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11
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11
Fernando, Chitru S.
11
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11
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11
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11
Alghalith, Moawia
10
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Discussion paper / The Pensions Institute, Cass Business School, City University
4
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
2
Insurance / Mathematics & economics
1
Recreating sustainable retirement : resilience, solvency, and tail risk
1
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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
Saved in:
2
Basis risk in index-based longevity hedges : a guide for longevity hedgers
Cairns, Andrew
;
El Boukfaoui, Ghali
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
1
,
pp. S97-S118
Persistent link: https://www.econbiz.de/10012440427
Saved in:
3
Hedging annuity risks with the age-period-cohort two-population gravity model
Dowd, Kevin
;
Cairns, Andrew
;
Blake, David
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
1
,
pp. S170-S181
Persistent link: https://www.econbiz.de/10012440434
Saved in:
4
Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging
Cairns, Andrew
-
2011
Persistent link: https://www.econbiz.de/10009536153
Saved in:
5
Longevity hedging : a framework for longevity basis risk analysis and hedge effectiveness
Coughlan, Guy D.
;
Khalaf-Allah, Marwa
;
Ye, Yijing
; …
-
2010
Persistent link: https://www.econbiz.de/10008664059
Saved in:
6
Modeling and management of longevity risk
Cairns, Andrew
- In:
Recreating sustainable retirement : resilience, …
,
(pp. 71-88)
.
2014
Persistent link: https://www.econbiz.de/10010458573
Saved in:
7
Pricing risk on longevity bonds
Cairns, Andrew
;
Blake, David
;
Dawson, Paul
;
Dowd, Kevin
-
2005
Persistent link: https://www.econbiz.de/10003226507
Saved in:
8
Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging
Cairns, Andrew
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 438-453
Persistent link: https://www.econbiz.de/10009404687
Saved in:
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