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1
A unisex stochastic mortality model to comply with EU Gender Directive
Chen, An
;
Vigna, Elena
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 124-136
Persistent link: https://www.econbiz.de/10011702055
Saved in:
2
Dependent interest and transition rates in life insurance
Buchardt, Kristian
- In:
Insurance: Mathematics and Economics
55
(
2014
)
C
,
pp. 167-179
forward rates. We propose a specific model for
surrender
modelling, and within this model the dependent forward rates are …
Persistent link: https://www.econbiz.de/10010753210
Saved in:
3
Lifetime asset allocation with idiosyncratic and systematic mortality risks
Shen, Yang
;
Sherris, Michael
- In:
Scandinavian actuarial journal
(
2018
)
4
,
pp. 294-327
Persistent link: https://www.econbiz.de/10011881099
Saved in:
4
Statistical emulators for pricing and hedging longevity risk products
Risk, J.
;
Ludkovski, M.
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 45-60
Persistent link: https://www.econbiz.de/10011492443
Saved in:
5
Risk-minimization for life insurance liabilities with dependent mortality risk
Biagini, Francesca
;
Botero, Camila
;
Schreiber, Irene
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 505-533
Persistent link: https://www.econbiz.de/10011752521
Saved in:
6
Analysis of survivorship life insurance portfolios with stochastic rates of return
Chen, Li
;
Lin, Luyao
;
Lu, Yi
;
Parker, Gary
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 16-31
Persistent link: https://www.econbiz.de/10011740696
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7
Hedging longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
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8
Calculation of solvency capital requirements for non-life underwriting risk using generalized linear models
Valecký, Jiří
- In:
Prague economic papers : a bimonthly journal of …
26
(
2017
)
4
,
pp. 450-466
Persistent link: https://www.econbiz.de/10011723946
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9
Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 46-62
Persistent link: https://www.econbiz.de/10011712358
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10
Recent declines in life expectancy : implication on longevity risk hedging
Li, Johnny Siu-Hang
;
Liu, Yanxin
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 376-394
Persistent link: https://www.econbiz.de/10012649240
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