//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Discussion paper / The Pensions Institute, Cass Business School, City University"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Mortalität"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mortality
84
Sterblichkeit
84
Risiko
21
Risk
21
Theorie
20
Theory
20
Risikomodell
19
Risk model
19
Forecasting model
15
Prognoseverfahren
15
Großbritannien
14
United Kingdom
14
Hedging
12
Altersvorsorge
11
Retirement provision
11
Lebensversicherung
10
Life insurance
10
Risikomanagement
8
Risk management
8
Actuarial mathematics
6
Financial market
6
Finanzmarkt
6
USA
6
United States
6
Versicherungsmathematik
6
age/period/cohort models
6
Anleihe
5
Bond
5
Cohort analysis
5
Estimation
5
Kohortenanalyse
5
Mortality modelling
5
Schätzung
5
Bevölkerungsentwicklung
4
Demographic development
4
England
4
Financial investment
4
Forecast
4
Gesetzliche Rentenversicherung
4
Kapitalanlage
4
more ...
less ...
Online availability
All
Free
83
Type of publication
All
Book / Working Paper
84
Type of publication (narrower categories)
All
Arbeitspapier
84
Working Paper
84
Graue Literatur
77
Non-commercial literature
77
Language
All
English
84
Author
All
Blake, David
48
Cairns, Andrew
30
Dowd, Kevin
26
Coughlan, Guy D.
8
Hunt, Andrew
8
MacMinn, Richard D.
5
Biffis, Enrico
4
Dawson, Paul
4
Khalaf-Allah, Marwa
3
Sweeting, P. J.
3
Ėpštejn, David B.
3
Bauer, Daniel
2
Brockett, Patrick L.
2
Cannon, Edmund S.
2
Cox, Samuel H.
2
Favero, Carlo A.
2
Jones, Rodney P.
2
Kallestrup-Lamb, Malene
2
Kleinow, Torsten
2
McMinn, Richard
2
Plat, Richard
2
Rosenskjold, Carsten P. T.
2
Sherris, Michael
2
Sweeting, Paul
2
Webb, Anthony
2
Wills, Samuel
2
Bell, Felicitie
1
Boardman, Tom
1
Buckner, Dean
1
Burrows, William
1
Bye, K. Mark
1
Börger, Matthias
1
Cocco, João F.
1
Dagpunar, John
1
De Waegenaere, Anja
1
Denuit, Michel
1
Devolder, Pierre
1
El Karoui, Nicole
1
Epstein, David
1
Friedberg, Leora
1
more ...
less ...
Institution
All
Pensions Institute
1
Published in...
All
Discussion paper / The Pensions Institute, Cass Business School, City University
NBER working paper series
435
Working paper / National Bureau of Economic Research, Inc.
382
NBER Working Paper
370
Discussion paper series / IZA
271
Insurance / Mathematics & economics
234
IZA Discussion Paper
156
Journal of health economics
153
CESifo working papers
121
Working paper
105
Risks : open access journal
87
Discussion papers / CEPR
84
Health economics
84
Population and development review
73
MPIDR working papers
72
The journal of risk and insurance : the journal of the American Risk and Insurance Association
72
Demography : a publication of the Population Association of America ; the statistical study of human populations
70
The American economic review
53
Policy research working paper : WPS
50
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
49
Journal of population economics
49
Scandinavian actuarial journal
49
Journal of risk and uncertainty : JRU
48
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
44
The European journal of health economics : HEPAC ; health economics in prevention and care
44
Discussion paper / Centre for Economic Policy Research
42
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
42
Zeitschrift für Bevölkerungswissenschaft : Demographie
42
Journal of forensic economics
40
Applied economics
39
Explorations in economic history : EEH
39
Applied economics letters
36
Journal of public economics
36
Netspar Discussion Paper
36
Covid economics : vetted and real-time papers
35
Working paper series
35
CESifo Working Paper Series
34
Astin bulletin : the journal of the International Actuarial Association
33
Economics letters
33
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
33
more ...
less ...
Source
All
ECONIS (ZBW)
84
Showing
1
-
50
of
84
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Insight into stagnating life expectancy : analysing cause of death patterns across socio-economic groups
Kallestrup-Lamb, Malene
;
Kjærgaard, Søren
; …
-
2020
Persistent link: https://www.econbiz.de/10012803656
Saved in:
2
CBDX : a workhorse mortality model from the Cairns-Blake-Dowd family
Dowd, Kevin
;
Cairns, Andrew
;
Blake, David
-
2020
Persistent link: https://www.econbiz.de/10012803786
Saved in:
3
The impact of COVID-19 on future higher-age mortality
Cairns, Andrew
;
Blake, David
;
Kessler, Amy R.
;
Kessler, …
-
2020
-
rev2: 10 July 2020
Persistent link: https://www.econbiz.de/10012803862
Saved in:
4
Modelling seasonal mortality with individual data
Richards, Stephen J.
;
Ramonat, Stefan J.
;
Vesper, Gregory T.
-
2020
Persistent link: https://www.econbiz.de/10012804758
Saved in:
5
How on/off switching in deaths creates periods of unexplained higher life insurance costs
Jones, Rodney P.
-
2019
Persistent link: https://www.econbiz.de/10012705376
Saved in:
6
Deaths in England and Wales are falling : does the austerity theory still apply?
Jones, Rodney P.
-
2019
Persistent link: https://www.econbiz.de/10012802877
Saved in:
7
The valuation of no-negative equity guarantees and equity release mortgages
Dowd, Kevin
;
Blake, David
;
Buckner, Dean
;
Fry, John
-
2019
Persistent link: https://www.econbiz.de/10012802894
Saved in:
8
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:
9
Longevity : a new asset class
Blake, David
-
2018
Persistent link: https://www.econbiz.de/10011912099
Saved in:
10
Optimum strategies for UK state pension deferral with particular reference to partner's right to inherit benefits
Dagpunar, John
-
2017
Persistent link: https://www.econbiz.de/10011724135
Saved in:
11
Longevity risk and capital markets : the 2015-16 update
Blake, David
;
El Karoui, Nicole
;
MacMinn, Richard D.
; …
-
2017
Persistent link: https://www.econbiz.de/10011912030
Saved in:
12
Longevity risk and capital markets : the 2014-15 update
Blake, David
;
Morales, Marco
-
2017
Persistent link: https://www.econbiz.de/10011631442
Saved in:
13
Human longevity and implications for social security actuarial status
Goss, Steven
;
Glenn, Karen
;
Morris, Michael
;
Bye, K. Mark
; …
-
2016
Persistent link: https://www.econbiz.de/10011539165
Saved in:
14
Basis risk and pensions schemes : a relative modelling approach
Hunt, Andrew
;
Blake, David
-
2016
Persistent link: https://www.econbiz.de/10011412911
Saved in:
15
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:
16
Modelling socio-economic differences in the mortality of Danish males using a new affluence index
Cairns, Andrew
;
Kallestrup-Lamb, Malene
;
Rosenskjold, …
-
2016
Persistent link: https://www.econbiz.de/10011489281
Saved in:
17
A Bayesian approach to modelling and projecting cohort effects
Hunt, Andrew
;
Blake, David
-
2015
Persistent link: https://www.econbiz.de/10011412903
Saved in:
18
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:
19
On the structure and classification of mortality models
Hunt, Andrew
;
Blake, David
-
2015
Persistent link: https://www.econbiz.de/10011412917
Saved in:
20
Longevity risk and capital markets : the 2013 - 14 update
Tan, Ken Seng
;
Blake, David
;
MacMinn, Richard D.
-
2015
Persistent link: https://www.econbiz.de/10010515324
Saved in:
21
Identifiability, cointegration and the gravity model
Hunt, Andrew
;
Blake, David
-
2015
Persistent link: https://www.econbiz.de/10011318347
Saved in:
22
Modelling longevity bonds : analysing the Swiss Re Kortis bond
Hunt, Andrew
;
Blake, David
-
2015
Persistent link: https://www.econbiz.de/10011318350
Saved in:
23
A parsimonious approach to stochastic mortality modelling with dependent residuals
Mavros, George
;
Cairns, Andrew
;
Kleinow, Torsten
; …
-
2014
Persistent link: https://www.econbiz.de/10010362818
Saved in:
24
A multivariate model of strategic asset allocation with longevity risk
Favero, Carlo A.
;
Tebaldi, Claudio
-
2014
Persistent link: https://www.econbiz.de/10010362899
Saved in:
25
Long term care and longevity
Gouriéroux, Christian
;
Lu, Yang
-
2013
Persistent link: https://www.econbiz.de/10010234126
Saved in:
26
Longevity insurance annuities : lessons from the United Kingdom
Blake, David
;
Turner, John A.
-
2013
Persistent link: https://www.econbiz.de/10010234136
Saved in:
27
Cohort mortality risk or adverse selection in the UK annuity market?
Cannon, Edmund S.
;
Tonks, Ian
-
2013
Persistent link: https://www.econbiz.de/10009765772
Saved in:
28
A general procedure for constructing mortality models
Hunt, Andrew
;
Blake, David
-
2013
Persistent link: https://www.econbiz.de/10009728653
Saved in:
29
Robust hedging of longevity risk
Cairns, Andrew
-
2012
Persistent link: https://www.econbiz.de/10009573349
Saved in:
30
Modelling the cohort effect in CBD models using a piecewise linear approach
Zhao, Y.
;
Sweeting, P. J.
-
2012
Persistent link: https://www.econbiz.de/10009573357
Saved in:
31
How to start a capital market in longevity risk transfers
Blake, David
;
Biffis, Enrico
-
2012
Persistent link: https://www.econbiz.de/10009663669
Saved in:
32
The design of supplementary pension schemes in Poland and longevity risk : current situation and proposed changes
Szczepański, Marek S.
-
2012
Persistent link: https://www.econbiz.de/10009537237
Saved in:
33
A gravity model of mortality rates for two related populations
Dowd, Kevin
;
Cairns, Andrew
;
Blake, David
;
Coughlan, Guy D.
-
2011
Persistent link: https://www.econbiz.de/10009536142
Saved in:
34
Key q-duration : a framework for hedging longevity risk
Li, Johnny Siu-Hang
;
Luo, Ancheng
-
2011
Persistent link: https://www.econbiz.de/10009536145
Saved in:
35
Progress in medicine, limits to life and forecasting mortality
Favero, Carlo A.
;
Giacoletti, Marco
-
2011
Persistent link: https://www.econbiz.de/10009536146
Saved in:
36
The cost of counterparty risk and collateralization in longevity swaps
Biffis, Enrico
;
Blake, David
;
Pitotti, Lorenzo
;
Sun, Ariel
-
2011
Persistent link: https://www.econbiz.de/10009536147
Saved in:
37
Longevity hedge effectiveness : a decomposition
Cairns, Andrew
;
Dowd, Kevin
;
Blake, David
;
Coughlan, Guy D.
-
2011
Persistent link: https://www.econbiz.de/10009536148
Saved in:
38
Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging
Cairns, Andrew
-
2011
Persistent link: https://www.econbiz.de/10009536153
Saved in:
39
Longevity risk and capital markets : the 2009 - 2010 update
Blake, David
;
Brockett, Patrick L.
;
Cox, Samuel H.
; …
-
2011
Persistent link: https://www.econbiz.de/10008904666
Saved in:
40
Mortality regimes and pricing
Milidonis, Andreas
;
Lin, Yijia
;
Cox, Samuel H.
-
2011
Persistent link: https://www.econbiz.de/10008904673
Saved in:
41
Longevity hedging : a framework for longevity basis risk analysis and hedge effectiveness
Coughlan, Guy D.
;
Khalaf-Allah, Marwa
;
Ye, Yijing
; …
-
2010
Persistent link: https://www.econbiz.de/10008664059
Saved in:
42
One-year value-at-risk for longevity and mortality
Plat, Richard
-
2010
Persistent link: https://www.econbiz.de/10008905055
Saved in:
43
Making the most of experience data : an augmented beta-binomial approach
Sweeting, P. J.
-
2010
Persistent link: https://www.econbiz.de/10008807943
Saved in:
44
Longevity risk, retirement savings, and financial innovation
Cocco, João F.
;
Gomes, Francisco J.
-
2010
Persistent link: https://www.econbiz.de/10008807950
Saved in:
45
Longevity indices and pension fund risk
Sweeting, P. J.
-
2010
Persistent link: https://www.econbiz.de/10008807951
Saved in:
46
Estimation and pricing with the Cairns-Blake-Dowd model of mortality
Cannon, Edmund S.
-
2010
Persistent link: https://www.econbiz.de/10008807952
Saved in:
47
Bayesian stochastic mortality modelling for two populations
Cairns, Andrew
;
Blake, David
;
Dowd, Kevin
;
Coughlan, Guy D.
-
2010
Persistent link: https://www.econbiz.de/10008807954
Saved in:
48
A trend-change extension of the Cairns-Blake-Dowd model
Sweeting, Paul
-
2009
Persistent link: https://www.econbiz.de/10003814803
Saved in:
49
Longevity insurance : strengthening social security at advanced ages
Turner, John
-
2009
Persistent link: https://www.econbiz.de/10003814806
Saved in:
50
Longevity risk and capital markets : the 2008 - 2009 update
Blake, David
;
De Waegenaere, Anja
;
McMinn, Richard
; …
-
2009
Persistent link: https://www.econbiz.de/10003814812
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->