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Multi-population mortality models : a factor copula approach
Chen, Hua; MacMinn, Richard D.; Sun, Tao - In: Insurance / Mathematics & economics 63 (2015), pp. 135-146
Persistent link: https://www.econbiz.de/10011349844
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On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie; Haberman, Steven - In: Insurance / Mathematics & economics 61 (2015), pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
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Assessing the solvency of insurance portfolios via a continuous-time cohort model
Jevtić, Petar; Regis, Luca - In: Insurance / Mathematics & economics 61 (2015), pp. 36-47
Persistent link: https://www.econbiz.de/10010515932
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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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A strategy for hedging risks associated with period and cohort effects using q-forwards
Liu, Yanxin; Li, Johnny Siu-Hang - In: Insurance / Mathematics & economics 78 (2018), pp. 267-285
Persistent link: https://www.econbiz.de/10011825291
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Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions
Bensusan, Harry; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492465
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Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary
Lin, Tzuling; Tsai, Cary Chi-Liang - In: Insurance / Mathematics & economics 66 (2016), pp. 44-58
Persistent link: https://www.econbiz.de/10011442674
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Systematic mortality risk : an analysis of guaranteed lifetime withdrawal benefits in variable annuities
Fung, Man Chung; Ignatieva, Ekaterina; Sherris, Michael - In: Insurance / Mathematics & economics 58 (2014), pp. 103-115
Persistent link: https://www.econbiz.de/10010437618
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Longevity risk management for life and variable annuities : the effectiveness of static hedging using longevity bonds and derivatives
Nga, Andrew; Sherris, Michael - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 100-114
Persistent link: https://www.econbiz.de/10009157434
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Longevity risk, cost of capital and hedging for life insurers under Solvency II
Meyricke, Ramona; Sherris, Michael - In: Insurance / Mathematics & economics 55 (2014), pp. 147-155
Persistent link: https://www.econbiz.de/10010366194