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~isPartOf:"Research paper series"
~isPartOf:"The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association"
~subject:"Mortality"
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Mortality
Sterblichkeit
5
Stochastic process
5
Stochastischer Prozess
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Lebensversicherung
4
Life insurance
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GLWB
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Guaranteed Annuity Options
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Guaranteed Minimum Income Benefits
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Insolvency
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Insolvenz
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Konjunktur
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LSMC
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Lee-Carter model
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Leibrente
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Life annuities
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Life annuity
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Longevity risk
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Lévy processes
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Mathematical finance
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Bacinello, Anna Rita
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Gründl, Helmut
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Maggistro, Rosario
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Millossovich, Pietro
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Post, Thomas
1
Viviano, Fabio
1
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1
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Research paper series
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
Insurance / Mathematics & economics
37
Risks : open access journal
12
ASTIN bulletin : the journal of the International Actuarial Association
6
The journal of risk and insurance : the journal of the American Risk and Insurance Association
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
Scandinavian actuarial journal
5
Astin bulletin : the journal of the International Actuarial Association
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
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North American actuarial journal
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SFB 649 discussion paper
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Asia-Pacific journal of risk and insurance : APJRI
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Discussion paper / The Pensions Institute, Cass Business School, City University
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Diskussionsbeiträge der Mercator School of Management der Universität Duisburg-Essen, Campus Duisburg
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Journal of economic dynamics & control
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NBER working paper series
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Ageing in advanced industrial states
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Decisions in economics and finance : a journal of applied mathematics
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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Finance and stochastics
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IIa-Schriftenreihe
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International review of economics & finance : IREF
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Journal of population economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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ORES Working Paper
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Preprinty NIU VŠE / 2
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Problems and perspectives in management : PPM ; international research journal
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ECONIS (ZBW)
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Optimal withdrawal strategies in GLWB variable annuities
Bacinello, Anna Rita
;
Maggistro, Rosario
;
Zoccolan, Ivan
-
2022
Persistent link: https://www.econbiz.de/10013341541
Saved in:
2
An efficient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita
;
Millossovich, Pietro
;
Viviano, Fabio
-
2021
Persistent link: https://www.econbiz.de/10012615282
Saved in:
3
A quantitative comparison of the Lee-Carter Model under different types of non-Gaussian innovations
Wang, Chou-wen
;
Huang, Hong-chih
;
Liu, I-chien
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 675-696
Persistent link: https://www.econbiz.de/10009503485
Saved in:
4
Applications of forward mortality factor models in life insurance practice
Zhu, Nan
;
Bauer, Daniel
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 567-594
Persistent link: https://www.econbiz.de/10009503507
Saved in:
5
Stochastic mortality, macroeconomic risks and life insurer solvency
Hanewald, Katja
;
Post, Thomas
;
Gründl, Helmut
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
3
,
pp. 458-475
Persistent link: https://www.econbiz.de/10009316249
Saved in:
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