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Pricing and solvency of value-maximizing life annuity providers
Nirmalendran, Maathumai; Sherris, Michael; Hanewald, Katja - In: Astin bulletin : the journal of the International … 44 (2014) 1, pp. 39-61
Persistent link: https://www.econbiz.de/10010240690
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International cause-specific mortality rates : new insights from a cointegration analysis
Arnold-Gaille, Séverine; Sherris, Michael - In: Astin bulletin : the journal of the International … 46 (2016) 1, pp. 9-38
Persistent link: https://www.econbiz.de/10011485128
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Longevity risk management and shareholder value for a life annuity business
Blackburn, Craig; Hanewald, Katja; Olivieri, Annamaria; … - In: Astin bulletin : the journal of the International … 47 (2017) 1, pp. 43-77
Persistent link: https://www.econbiz.de/10011670852