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~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~subject:"Risk model"
~subject:"Sterblichkeit"
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Search: subject_exact:"Mortality"
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Risk model
Sterblichkeit
Mortality
72
Lebensversicherung
28
Life insurance
28
USA
21
United States
21
Risikomodell
20
Hedging
12
Risikomanagement
12
Risk management
12
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11
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11
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10
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8
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Portfolio selection
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4
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4
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4
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4
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70
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2
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72
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72
Conference paper
11
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11
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2
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English
72
Author
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Blake, David
9
MacMinn, Richard D.
8
Lin, Yijia
6
Brockett, Patrick L.
5
Cox, Samuel H.
5
Cairns, Andrew
4
Chen, Hua
4
Dowd, Kevin
4
Sherris, Michael
4
Gatzert, Nadine
3
Tan, Ken Seng
3
Zhou, Rui
3
Biffis, Enrico
2
Brown, Jeffrey R.
2
Deng, Yinglu
2
Li, Johnny Siu-Hang
2
Li, Johnny Siu-hang
2
Milidonis, Andreas
2
Mitchell, Olivia S.
2
Morales, Marco
2
Post, Thomas
2
Schulze, Roman N.
2
Stevens, Ralph
2
Sun, Tao
2
Tian, Ruilin
2
Wang, Chou-wen
2
Warshawsky, Mark J.
2
Yang, Sharon S.
2
Yu, Jifeng
2
Zhu, Nan
2
Ai, Jing
1
Arik, Ayşe
1
Barrett, Christopher B.
1
Bauer, Daniel
1
Bhattacharya, Jay
1
Bommier, Antoine
1
Boyd, Milton
1
Brown, Jason
1
Burrows, William
1
Cairns, Andrew J. G.
1
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International Longevity Risk and Capital Markets Solutions Conference <10., 2014, Santiago de Chile>
1
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
NBER working paper series
438
Working paper / National Bureau of Economic Research, Inc.
383
NBER Working Paper
370
Discussion paper series / IZA
281
Insurance / Mathematics & economics
234
IZA Discussion Paper
156
Journal of health economics
156
CESifo working papers
123
Working paper
112
Risks : open access journal
91
Discussion papers / CEPR
87
Health economics
85
Discussion paper / The Pensions Institute, Cass Business School, City University
84
MPIDR working papers
76
Population and development review
74
Demography : a publication of the Population Association of America ; the statistical study of human populations
70
The American economic review
53
Policy research working paper : WPS
51
Scandinavian actuarial journal
51
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
49
Journal of population economics
49
Journal of risk and uncertainty : JRU
48
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
45
The European journal of health economics : HEPAC ; health economics in prevention and care
44
Applied economics
43
Discussion paper / Centre for Economic Policy Research
42
Journal of forensic economics
42
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
42
Zeitschrift für Bevölkerungswissenschaft : Demographie
42
Explorations in economic history : EEH
39
Applied economics letters
36
Journal of public economics
36
Netspar Discussion Paper
36
Covid economics : vetted and real-time papers
35
Working paper series
35
CESifo Working Paper Series
34
Astin bulletin : the journal of the International Actuarial Association
33
CESifo Working Paper
33
Economics letters
33
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ECONIS (ZBW)
72
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1
Special edition: longevity 10 : the tenth International Longevity Risk and Capital Markets Solutions Conference
Blake, David
(
ed.
);
Morales, Marco
(
ed.
)
-
International Longevity Risk and Capital Markets …
-
2017
Persistent link: https://www.econbiz.de/10011685088
Saved in:
2
Longevity risk and capital markets : the 2014-15 update
Blake, David
;
Morales, Marco
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 279-297
Persistent link: https://www.econbiz.de/10011685154
Saved in:
3
On the failure (success) of the markets for longevity risk transfer
MacMinn, Richard D.
;
Brockett, Patrick L.
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 299-317
Persistent link: https://www.econbiz.de/10011685163
Saved in:
4
Health state transitions and longevity effects on retirees' optimal annuitization
Ai, Jing
;
Brockett, Patrick L.
;
Golden, Linda L.
;
Zhu, Wei
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 319-343
Persistent link: https://www.econbiz.de/10011685169
Saved in:
5
Pricing buy-ins and buy-outs
Lin, Yijia
;
Shi, Tianxiang
;
Arik, Ayşe
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 367-392
Persistent link: https://www.econbiz.de/10011685175
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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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