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Mortality dependence and longevity bond pricing : a dynamic factor copula mortality model with the GAS structure
Chen, Hua; MacMinn, Richard D.; Sun, Tao - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 393-415
Persistent link: https://www.econbiz.de/10011685199
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Buy-ins, buy-outs, longevity bonds, and the creation of value
MacMinn, Richard D.; Lin, Yijia; Shi, Tianxiang - In: Journal of demographic economics : JODE 89 (2023) 3, pp. 329-347
Persistent link: https://www.econbiz.de/10014365092
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On the failure (success) of the markets for longevity risk transfer
MacMinn, Richard D.; Brockett, Patrick L. - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 299-317
Persistent link: https://www.econbiz.de/10011685163
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Pension risk management in the enterprise risk management framework
Lin, Yijia; MacMinn, Richard D.; Tian, Ruilin; Yu, Jifeng - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 345-365
Persistent link: https://www.econbiz.de/10011685172
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Hedging longevity risk in life settlements using biomedical research-backed obligations
MacMinn, Richard D.; Zhu, Nan - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 439-458
Persistent link: https://www.econbiz.de/10011685204
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The choice of trigger in an insurance linked security : the mortality risk case
MacMinn, Richard D.; Richter, Andreas - In: Insurance / Mathematics & economics 78 (2018), pp. 174-182
Persistent link: https://www.econbiz.de/10011825256
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Longevity risk and capital markets : the 2016-2017 update : introduction
Blake, David; MacMinn, Richard D. - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S1-S6
Persistent link: https://www.econbiz.de/10012440422
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Longevity risk and capital markets : the 2017-2018 update : introduction
Blake, David; MacMinn, Richard D.; Tsai, Jason Chenghsien; … - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S280-S308
Persistent link: https://www.econbiz.de/10012440444
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Hedging longevity risk : does the structure of the financial instrument matter?
MacMinn, Richard D.; Zhu, Nan - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S373-S384
Persistent link: https://www.econbiz.de/10012440446
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Longevity risk and capital markets : the 2015-16 update
Blake, David; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 78 (2018), pp. 157-173
Persistent link: https://www.econbiz.de/10011825252