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Search: subject:"longevity-linked securities"
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Mortality
5
Sterblichkeit
5
Risikomanagement
4
Risikomodell
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Risk management
4
Risk model
4
longevity-linked securities
4
Hedging
3
Lebensversicherung
3
Life insurance
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Risiko
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Risk
3
Theorie
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Theory
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Actuarial mathematics
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Derivat
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Derivative
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Risikoprämie
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Risk premium
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Securitization
2
Verbriefung
2
Versicherungsmathematik
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age/period/cohort models
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forward mortality rates
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Basis Risk
1
Buy-Ins
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Buy-Outs
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CAPM
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Credit Risk
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Credit risk
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Esscher transform
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Estimation
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Kapitalkosten
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Kreditrisiko
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Kreditsicherung
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Longevity Bonds
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Longevity Insurance
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Blake, David
3
Hunt, Andrew
2
Cairns, Andrew
1
Devolder, Pierre
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Dowd, Kevin
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Kessler, Amy
1
Li, Jackie
1
Tang, Sixian
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Zeddouk, Fadoua
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Discussion paper / The Pensions Institute, Cass Business School, City University
3
ASTIN bulletin : the journal of the International Actuarial Association
1
Scandinavian actuarial journal
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ECONIS (ZBW)
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Pricing and hedging of longevity basis risk through securitisation
Zeddouk, Fadoua
;
Devolder, Pierre
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10014485604
Saved in:
2
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:
3
Market pricing of
longevity-linked
securities
Tang, Sixian
;
Li, Jackie
- In:
Scandinavian actuarial journal
2021
(
2021
)
5
,
pp. 408-436
Persistent link: https://www.econbiz.de/10012588320
Saved in:
4
Forward mortality rates in discrete time II : longevity risk and hedging strategies
Hunt, Andrew
;
Blake, David
-
2016
Persistent link: https://www.econbiz.de/10011449869
Saved in:
5
Forward mortality rates in discrete time I : calibration and securities pricing
Hunt, Andrew
;
Blake, David
-
2015
Persistent link: https://www.econbiz.de/10011412905
Saved in:
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