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  • Search: subject:"Stochastic mortality"
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Year of publication
Subject
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Sterblichkeit 74 Mortality 71 Stochastischer Prozess 58 Stochastic process 55 Lebensversicherung 39 Life insurance 39 Theorie 39 Risikomodell 38 Risk model 38 Theory 37 Risiko 30 Risk 30 stochastic mortality 30 Actuarial mathematics 27 Stochastic mortality 27 Versicherungsmathematik 27 Forecasting model 18 Longevity risk 18 Prognoseverfahren 18 Risikomanagement 12 Risk management 12 longevity risk 12 stochastic mortality model 12 Portfolio selection 9 Portfolio-Management 9 Private Altersvorsorge 9 Private retirement provision 9 Altersvorsorge 8 Retirement provision 8 Insurance 7 Lee-Carter model 7 Leibrente 7 Life annuity 7 Pension fund 7 Pensionskasse 7 Portfolio choice 7 Stochastic mortality models 7 Hedging 6 Labor income risk 6 Monte Carlo simulation 6
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Online availability
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Free 59 Undetermined 44 CC license 4
Type of publication
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Article 83 Book / Working Paper 35
Type of publication (narrower categories)
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Article in journal 61 Aufsatz in Zeitschrift 61 Working Paper 15 Arbeitspapier 10 Graue Literatur 10 Non-commercial literature 10 Article 7 Thesis 1
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Language
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English 95 Undetermined 22 French 1
Author
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Vigna, Elena 11 Luciano, Elisa 8 Post, Thomas 7 Cairns, Andrew 6 Hanewald, Katja 6 Schendel, Lorenz S. 6 Sherris, Michael 6 Kleinow, Torsten 5 Ziveyi, Jonathan 5 Blake, David 4 Regis, Luca 4 Shen, Yang 4 Spreeuw, Jaap 4 Zhou, Yuxin 4 Antonio, Katrien 3 Bacinello, Anna Rita 3 Chiu, Mei Choi 3 Gründl, Helmut 3 Li, Johnny Siu-Hang 3 Loisel, Stéphane 3 Menzietti, Massimiliano 3 Robben, Jens 3 Wang, Chou-Wen 3 Wong, Hoi Ying 3 Aragona, Maria 2 Bauer, Daniel 2 Biagini, Francesca 2 Bozikas, Apostolos 2 Bravo, Jorge 2 Börger, Matthias 2 Chen, An 2 Constantinescu, Corina 2 Deelstra, Griselda 2 Devolder, Pierre 2 Devriendt, Sander 2 Dowd, Kevin 2 Henshaw, Kira 2 Hirz, Jonas 2 Jevtić, Petar 2 Korn, Ralf 2
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Institution
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Collegio Carlo Alberto, Università degli Studi di Torino 4 HAL 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 3 Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora 2 Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Dipartimento di Scienze Economiche, Facoltà di Economia 1 International Centre for Economic Research (ICER) 1 Suomen Pankki 1
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Published in...
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Insurance 22 ASTIN bulletin : the journal of the International Actuarial Association 8 Risks : open access journal 8 Risks 7 Insurance: Mathematics and Economics 6 Carlo Alberto Notebooks 4 SAFE Working Paper 4 Scandinavian actuarial journal 4 SFB 649 Discussion Paper 3 SFB 649 Discussion Papers 3 The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association 3 Working paper 3 CEFAGE-UE Working Papers 2 Discussion paper / The Pensions Institute, Cass Business School, City University 2 Finance and Stochastics 2 Insurance : mathematics and economics 2 MPRA Paper 2 Post-Print / HAL 2 Research paper series 2 SAFE Working Paper Series 2 SAFE working paper 2 AStA Advances in Statistical Analysis 1 Annals of actuarial science 1 Astin bulletin : the journal of the International Actuarial Association 1 Carlo Alberto notebooks 1 Computational Statistics & Data Analysis 1 Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 ICER Working Papers - Applied Mathematics Series 1 International Journal of Forecasting 1 International journal of forecasting 1 Journal of Population Economics 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of pension economics and finance : JPEF 1 Journal of the Statistical and Social Inquiry Society of Ireland 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Portuguese Journal of Management Studies 1 Problems and perspectives in management : PPM ; international research journal 1 Quantitative Finance 1 Quantitative finance 1
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Source
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ECONIS (ZBW) 71 RePEc 34 EconStor 12 BASE 1
Showing 1 - 10 of 118
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Risk-sharing rules for mortality pooling products with stochastic and correlated mortality rates
Zhou, Yuxin; Garces, Len Patrick Dominic; Shen, Yang; … - In: ASTIN bulletin : the journal of the International … 55 (2025) 3, pp. 585-614
Persistent link: https://www.econbiz.de/10015550240
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A redistributive GSA scheme to cope with socio-economic mortality differentials
Aragona, Maria; Regis, Luca; Vigna, Elena - In: ASTIN bulletin : the journal of the International … 55 (2025) 3, pp. 757-774
Persistent link: https://www.econbiz.de/10015550253
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A redistributive GSA scheme to cope with socio-economic mortality differentials
Aragona, Maria; Regis, Luca; Vigna, Elena - 2024
Persistent link: https://www.econbiz.de/10015372686
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Risk-sharing rules for mortality pooling products with stochastic and correlated mortality rates
Zhou, Yuxin; Garces, Len Patrick; Shen, Yang; Sherris, … - 2024
Persistent link: https://www.econbiz.de/10015394242
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Fair valuations of insurance policies under multiple risk factors : a flexible lattice approach
Devolder, Pierre; Russo, Emilio; Staino, Alessandro - In: ASTIN bulletin : the journal of the International … 54 (2024) 2, pp. 385-409
Persistent link: https://www.econbiz.de/10015055294
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Frailty-based mortality models and reserving for longevity risk
Carannante, Maria; D'Amato, Valeria; Haberman, Steven; … - In: The Geneva papers on risk and insurance - issues and … 49 (2024) 2, pp. 320-339
Persistent link: https://www.econbiz.de/10014583150
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Stochastic assessment of special-rate life annuities
Olivieri, Annamaria; Tabakova, Daniela - 2024
Persistent link: https://www.econbiz.de/10014534628
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Should selection of the optimum stochastic mortality model be based on the original or the logarithmic scale of the mortality rate?
Santolino, Miguel - In: Risks : open access journal 11 (2023) 10, pp. 1-21
Stochastic mortality models seek to forecast future mortality rates; thus, it is apparent that the objective variable … should be the mortality rate expressed in the original scale. However, the performance of stochastic mortality models … is assessed based on the original and log scales of the mortality rate. We compare four different stochastic mortality …
Persistent link: https://www.econbiz.de/10014391729
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Does rapid mortality improvement resolve the annuity puzzle? : evidence from South Korea
Lee, Dong-Hwa; Kim, HyunJung; Kim, Daehwan - In: Emerging markets, finance & trade : a journal of the … 61 (2025) 11, pp. 3446-3460
Persistent link: https://www.econbiz.de/10015447409
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Dynamic tonuity : adapting retirement benefits to a changing environment
Chen, An; Chen, Yusha; Rach, Manuel Matthias - In: ASTIN bulletin : the journal of the International … 55 (2025) 2, pp. 352-373
Persistent link: https://www.econbiz.de/10015450037
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