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~person:"Landsman, Zinoviy"
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Search: subject:"longevity risk"
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Systematic longevity risk
3
Dependence
2
Lifetime distribution
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Mortality
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Statistical distribution
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annuity valuation
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dependence
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lifetime distribution
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Landsman, Zinoviy
Sherris, Michael
34
Blake, David
14
Regis, Luca
13
Mitchell, Olivia S.
11
Li, Jackie
10
Li, Johnny Siu-Hang
10
Horneff, Vanya
9
Maurer, Raimond
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Weber, Frederik
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Coppola, Mariarosaria
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Hanewald, Katja
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Luciano, Elisa
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Cairns, Andrew
7
Chen, An
7
Alai, Daniel H.
6
Börger, Matthias
6
Devolder, Pierre
6
Haberman, Steven
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Pitacco, Ermanno
6
Roy, Amlan
6
Sibillo, Marilena
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Ungolo, Francesco
6
Zhou, Yuxin
6
Chan, Wai-Sum
5
D'Amato, Valeria
5
Dowd, Kevin
5
Heijdra, Ben J.
5
Li, Hong
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Lin, Tzuling
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Loisel, Stéphane
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MacMinn, Richard D.
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Mierau, Jochen O.
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Milevsky, Moshe Arye
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Olivieri, Annamaria
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Orlando, Albina
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ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School
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Insurance / Mathematics & economics
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Insurance: Mathematics and Economics
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Working Papers / ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School
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Modelling lifetime dependence for older ages using a multivariate Pareto distribution
Alai, Daniel H.
;
Landsman, Zinoviy
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 272-285
Persistent link: https://www.econbiz.de/10011597294
Saved in:
2
A multivariate Tweedie lifetime model : censoring and truncation
Alai, Daniel H.
;
Landsman, Zinoviy
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 203-213
Persistent link: https://www.econbiz.de/10011398009
Saved in:
3
Lifetime dependence modelling using a truncated multivariate gamma distribution
Alai, Daniel H.
;
Landsman, Zinoviy
;
Sherris, Michael
- In:
Insurance: Mathematics and Economics
52
(
2013
)
3
,
pp. 542-549
accounted for in standard life tables and actuarial models used for annuity pricing and reserving. Systematic
longevity
risk
…
Persistent link: https://www.econbiz.de/10010665838
Saved in:
4
Lifetime Dependence Modelling using the Truncated Multivariate Gamma Distribution
Alai, Daniel
;
Landsman, Zinoviy
;
Sherris, Michael
-
ARC Centre of Excellence in Population Ageing Research …
-
2012
allowed for in standard life tables and actuarial models used for annuity pricing and reserving. Systematic
longevity
risk
…
Persistent link: https://www.econbiz.de/10010551710
Saved in:
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