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  • Search: subject:"longevity risk"
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Year of publication
Subject
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longevity risk 139 Sterblichkeit 126 Mortality 123 Longevity risk 114 Theorie 67 Theory 66 USA 59 United States 59 Life insurance 51 Altersvorsorge 50 Retirement provision 50 Risiko 50 Risk 49 Lebensversicherung 48 Risikomodell 48 Risk model 47 Private Altersvorsorge 30 Private retirement provision 30 Longevity Risk 28 retirement 27 Hedging 25 Risk management 25 Portfolio selection 23 Portfolio-Management 23 Risikomanagement 23 Pension fund 21 Pensionskasse 21 pensions 21 Life annuity 19 pension fund 18 life insurance 17 Leibrente 16 Securitization 16 pension 16 risk management 16 Retirement 15 insurance companies 15 life expectancy 15 retirement income 15 Altersgrenze 14
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Online availability
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Undetermined 131 Free 122
Type of publication
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Article 211 Book / Working Paper 102
Type of publication (narrower categories)
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Article in journal 148 Aufsatz in Zeitschrift 148 Working Paper 29 Graue Literatur 20 Non-commercial literature 20 Arbeitspapier 19 Article 14 Aufsatz im Buch 7 Book section 7 Conference paper 2 Konferenzbeitrag 2 Amtsdruckschrift 1 Government document 1
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Language
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English 219 Undetermined 92 Spanish 2
Author
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Sherris, Michael 29 Blake, David 14 Regis, Luca 13 Horneff, Vanya 9 Li, Jackie 9 Maurer, Raimond 9 Mitchell, Olivia S. 9 Weber, Frederik 9 Cairns, Andrew 8 Hanewald, Katja 8 Li, Johnny Siu-Hang 8 Luciano, Elisa 8 Alai, Daniel H. 6 Coppola, Mariarosaria 6 Haberman, Steven 6 Roy, Amlan 6 Chen, An 5 Devolder, Pierre 5 Dowd, Kevin 5 Heijdra, Ben J. 5 Loisel, Stéphane 5 Mierau, Jochen O. 5 Pitacco, Ermanno 5 Antolín, Pablo 4 Börger, Matthias 4 Chan, Wai-Sum 4 D'Amato, Valeria 4 Ignatieva, Ekaterina 4 Impavido, Gregorio 4 Landsman, Zinoviy 4 Levantesi, Susanna 4 Lin, Tzuling 4 MacMinn, Richard 4 MacMinn, Richard D. 4 Menzietti, Massimiliano 4 Milevsky, Moshe Arye 4 Orlando, Albina 4 Reijnders, Laurie S. M. 4 Russolillo, Maria 4 Sibillo, Marilena 4
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Institution
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International Monetary Fund (IMF) 16 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School 7 International Monetary Fund 6 Directorate for Financial, Fiscal and Enterprises Affairs, Organisation de Coopération et de Développement Économiques (OCDE) 4 East Asian Bureau of Economic Research (EABER) 4 Collegio Carlo Alberto, Università degli Studi di Torino 3 BBVA Research, Grupo BBVA 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora 2 Economics, Markets, Institutions, IMT Lucca Institute for Advanced Studies 2 HAL 2 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 2 Reserve Bank of Australia 2 Tilburg University, Center for Economic Research 2 Asian Development Bank Institute, Asian Development Bank 1 C.E.P.R. Discussion Papers 1 CESifo 1 Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto 1 Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Accounting, Finance and Economics, Griffith Business School 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Econometric Society 1 Facoltà di Economia, Università degli Studi di Parma 1 Finance Discipline Group, Business School 1 London School of Economics (LSE) 1 Society for the Study of Economic Inequality - ECINEQ 1 de Nederlandsche Bank 1
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Published in...
All
Insurance / Mathematics & economics 45 Insurance: Mathematics and Economics 19 Risks 13 Risks : open access journal 13 Scandinavian actuarial journal 11 Astin bulletin : the journal of the International Actuarial Association 9 IMF Working Papers 9 The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association 8 Journal of Risk Finance 7 Working Papers / ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School 7 IMF Staff Country Reports 6 MPRA Paper 6 ASTIN bulletin : the journal of the International Actuarial Association 4 OECD Working Papers on Insurance and Private Pensions 4 Recreating sustainable retirement : resilience, solvency, and tail risk 4 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 3 Carlo Alberto Notebooks 3 Discussion Paper 3 Discussion Papers in Business Administration 3 Discussion paper / The Pensions Institute, Cass Business School, City University 3 Journal of economic behavior & organization : JEBO 3 Münchener Wirtschaftswissenschaftliche Beiträge : BWL ; discussion paper 3 Working paper 3 Applied economics letters 2 Asia-Pacific journal of risk and insurance : APJRI 2 CEFAGE-UE Working Papers 2 CIRANO Working Papers 2 Discussion Paper / Tilburg University, Center for Economic Research 2 Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 2 Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada 2 European journal of operational research : EJOR 2 Finance research letters 2 ISRA international journal of islamic finance 2 Journal of banking & finance 2 Journal of pension economics and finance : JPEF 2 Journal of risk finance : the convergence of financial products and insurance 2 Life insurance in Europe : risk analysis and market challenges 2 Pensions : an international journal 2 Prague economic papers : a bimonthly journal of economic theory and policy 2 RBA Annual Conference Volume 2
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Source
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ECONIS (ZBW) 176 RePEc 113 EconStor 24
Showing 1 - 10 of 313
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Mandatory annuitization and money's worth : evidence from Singapore
Fong, Joelle H.; Li, Jackie - In: Journal of pension economics and finance : JPEF 21 (2022) 3, pp. 405-424
Persistent link: https://www.econbiz.de/10013269961
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On the market-consistent valuation of participating life insurance heterogeneous contracts under longevity risk
Bacinello, Anna Rita; Chen, An; Sehner, Thorsten; … - In: Risks 9 (2021) 1, pp. 1-18
The purpose of this paper is to conduct a market-consistent valuation of life insurance participating liabilities sold to a population of partially heterogeneous customers under the joint impact of biometric and financial risk. In particular, the heterogeneity between groups of policyholders...
Persistent link: https://www.econbiz.de/10013200690
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Pricing longevity-linked securities in the presence of mortality trend changes
Freimann, Arne - In: ASTIN bulletin : the journal of the International … 51 (2021) 2, pp. 411-447
Persistent link: https://www.econbiz.de/10012523251
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An efficient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita; Millossovich, Pietro; Viviano, Fabio - 2021
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Persistent link: https://www.econbiz.de/10012615282
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Multi-factor, age-cohort, affine mortality models : a multi-country comparison
Ungolo, Francesco; Sherris, Michael; Zhou, Yuxin - 2021
Persistent link: https://www.econbiz.de/10012628986
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Affine mortality : a Github repository for estimation, analysis and projection of affine mortality models
Ungolo, Francesco; Sherris, Michael; Zhou, Yuxin - 2021
Persistent link: https://www.econbiz.de/10012628991
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On the market-consistent valuation of participating life insurance heterogeneous contracts under longevity risk
Bacinello, Anna Rita; Chen, An; Sehner, Thorsten; … - In: Risks : open access journal 9 (2021) 1/20, pp. 1-18
The purpose of this paper is to conduct a market-consistent valuation of life insurance participating liabilities sold to a population of partially heterogeneous customers under the joint impact of biometric and financial risk. In particular, the heterogeneity between groups of policyholders...
Persistent link: https://www.econbiz.de/10012423050
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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
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Longevity risk measurement of life annuity products
Diffouo, Pauline M. Ngugnie; Devolder, Pierre - In: Risks 8 (2020) 1, pp. 1-16
This paper captures and measures the longevity risk generated by an annuity product. The longevity risk is materialized …
Persistent link: https://www.econbiz.de/10013200566
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Financial engineering: a flexible longevity bond to manage individual longevity risk
Zhou, Yuxin; Sherris, Michael; Ziveyi, Jonathan; Xu, Mengyi - 2020
Persistent link: https://www.econbiz.de/10012534761
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