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isPartOf:"Journal of public economics"
~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
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Journal of public economics
ASTIN bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
169
The journal of risk and insurance : the journal of the American Risk and Insurance Association
126
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
88
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
64
Risks : open access journal
56
Working paper / National Bureau of Economic Research, Inc.
51
NBER working paper series
50
Scandinavian actuarial journal
36
Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider
36
NBER Working Paper
35
The journal of structured finance
31
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
22
The journal of insurance issues : official journal of the Western Risk and Insurance Association
22
Asia-Pacific journal of risk and insurance : APJRI
21
Astin bulletin : the journal of the International Actuarial Association
21
Risk management and insurance review
21
Life markets : trading mortality and longevity risk with life settlements and linked securities
19
Journal of banking & finance
16
Discussion paper / The Pensions Institute, Cass Business School, City University
15
The Geneva papers on risk and insurance - issues and practice
14
Working paper
14
Working paper series / International Center for Insurance Regulation
14
Financial services review : the journal of individual financial management
12
Working papers on finance
12
ifa-Schriftenreihe
12
CESifo working papers
11
Developing an annuity market in Europe
11
Discussion paper
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European journal of operational research : EJOR
11
Journal of risk finance : the convergence of financial products and insurance
11
North American actuarial journal
11
The American economic review
11
The handbook of insurance-linked securities
11
Life insurance in Europe : risk analysis and market challenges
10
Netspar Discussion Paper
10
The Geneva risk and insurance review
10
Journal of pension economics and finance
9
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
9
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1
Risk allocation through shapley decompositions, with applications to variable annuities
Godin, Frédéric
;
Hamel, Emmanuel
;
Gaillardetz, Patrice
; …
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 311-331
Persistent link: https://www.econbiz.de/10014320258
Saved in:
2
Modern life-care tontines
Hieber, Peter
;
Lucas, Nathalie
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 563-589
Persistent link: https://www.econbiz.de/10013270077
Saved in:
3
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:
4
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
Saved in:
5
Computation of bonus in multi-state life insurance
Ahmad, Jamaal
;
Buchardt, Kristian
;
Furrer, Christian
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
1
,
pp. 291-331
Persistent link: https://www.econbiz.de/10012805748
Saved in:
6
Estimation of future discretionary benefits in traditional life insurance
Gach, Florian
;
Hochgerner, Simon
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
3
,
pp. 835-876
Persistent link: https://www.econbiz.de/10013426665
Saved in:
7
Applying economic measures to lapse risk management with machine learning approaches
Loisel, Stéphane
;
Piette, Pierrick
;
Tsai, Cheng-Hsien Jason
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
3
,
pp. 839-871
Persistent link: https://www.econbiz.de/10012656733
Saved in:
8
A mixed bond and equity fund model for the valuation of variable annuities
Augustyniak, Maciej
;
Godin, Frédéric
;
Hamel, Emmanuel
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
1
,
pp. 131-159
Persistent link: https://www.econbiz.de/10012437276
Saved in:
9
Geographical diversification and longevity risk mitigation in annuity portfolios
De Rosa, Clemente
;
Luciano, Elisa
;
Regis, Luca
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 375-410
Persistent link: https://www.econbiz.de/10012523250
Saved in:
10
An effective bias-corrected bagging method for the valuation of large variable annuity portfolios
Gweon, Hyukjun Jay
;
Li, Shu
;
Mamon, Rogemar
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 853-871
Persistent link: https://www.econbiz.de/10012307387
Saved in:
11
Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets
Lin, X. Sheldon
;
Yang, Shuai
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 913-957
Persistent link: https://www.econbiz.de/10012307390
Saved in:
12
Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
Deelstra, Griselda
;
Devolder, Pierre
;
Gnameho, Kossi
; …
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 709-742
Persistent link: https://www.econbiz.de/10012307394
Saved in:
13
Taxation of a GMWB variable annuity in a stochastic interest rate model
Molent, Andrea
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1001-1035
Persistent link: https://www.econbiz.de/10012307397
Saved in:
14
Less-expensive valuation and reserving of long-dated variable annuities when interest rates and mortality rates are stochastic
Fergusson, Kevin
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 381-417
Persistent link: https://www.econbiz.de/10012243342
Saved in:
15
The effect of the assumed interest rate and smoothing on variable annuities
Balter, Anne G.
;
Werker, Bas J. M.
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 131-154
Persistent link: https://www.econbiz.de/10012194115
Saved in:
16
Reaching a bequest goal with life insurance : ambiguity about the risky asset's drift and mortality's hazard rate
Liang, Xiaoqing
;
Young, Virginia R.
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012194122
Saved in:
17
Cohort mortality risk or adverse selection in annuity markets?
Cannon, Edmund S.
;
Tonks, Ian
- In:
Journal of public economics
141
(
2016
),
pp. 68-81
Persistent link: https://www.econbiz.de/10011654528
Saved in:
18
To own or not to own your life insurance policy?
Joulfaian, David
- In:
Journal of public economics
118
(
2014
),
pp. 120-127
Persistent link: https://www.econbiz.de/10010491007
Saved in:
19
Accounting for non-annuitization
Pashchenko, Svetlana
- In:
Journal of public economics
98
(
2013
),
pp. 53-67
Persistent link: https://www.econbiz.de/10009720975
Saved in:
20
The demand for enhanced annuities
Steinorth, Petra
- In:
Journal of public economics
96
(
2012
)
11/12
,
pp. 973-980
Persistent link: https://www.econbiz.de/10009702415
Saved in:
21
The life insurance market : asymmetric information revisited
He, Daifeng
- In:
Journal of public economics
93
(
2009
)
9/10
,
pp. 1090-1097
Persistent link: https://www.econbiz.de/10003896292
Saved in:
22
Tax incentives and the demand for life insurance : evidence from Italy
Jappelli, Tullio
;
Pistaferri, Luigi
- In:
Journal of public economics
87
(
2003
)
7/8
,
pp. 1779-1799
Persistent link: https://www.econbiz.de/10001778830
Saved in:
23
The value of genetic information in the life insurance market
Hoy, Michael
;
Polborn, Mattias
- In:
Journal of public economics
78
(
2000
)
3
,
pp. 235-252
Persistent link: https://www.econbiz.de/10001523844
Saved in:
24
Uncertainty resolution and the timing of annuity purchases
Brugiavini, Agar
- In:
Journal of public economics
50
(
1993
)
1
,
pp. 31-62
Persistent link: https://www.econbiz.de/10001134759
Saved in:
25
Social security and the failure of annuity markets
Townley, Peter G.
- In:
Journal of public economics
1
(
1988
),
pp. 75-96
Persistent link: https://www.econbiz.de/10001049997
Saved in:
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