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Unisex pricing of German participating life annuities : boon or bane for customer and insurance company?
Bruszas, Sandy; Kaschützke, Barbara; Maurer, Raimond; … - In: Insurance / Mathematics & economics 78 (2018), pp. 230-245
Persistent link: https://www.econbiz.de/10011825278
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A multivariate evolutionary credibility model for mortality improvement rates
Schinzinger, Edo; Denuit, Michel; Christiansen, Marcus C. - In: Insurance / Mathematics & economics 69 (2016), pp. 70-81
Persistent link: https://www.econbiz.de/10011530925
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Love and death : a Freund model with frailty
Gouriéroux, Christian; Lu, Yang - In: Insurance / Mathematics & economics 63 (2015), pp. 191-303
Persistent link: https://www.econbiz.de/10011349835
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Prospective mortality tables : taking heterogeneity into account
Tomas, Julien; Planchet, Frédéric - In: Insurance / Mathematics & economics 63 (2015), pp. 169-190
Persistent link: https://www.econbiz.de/10011349838
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The choice of sample size for mortality forecasting : a Bayesian learning approach
Li, Hong; De Waegenaere, Anja; Melenberg, Bertrand - In: Insurance / Mathematics & economics 63 (2015), pp. 153-168
Persistent link: https://www.econbiz.de/10011349841
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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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Mortality modelling with regime-switching for the valuation of a guaranteed annuity option
Gao, Huan; Mamon, Rogemar; Liu, Xiaoming; Tenyakov, Anton - In: Insurance / Mathematics & economics 63 (2015), pp. 108-120
Persistent link: https://www.econbiz.de/10011349846
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Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S.; … - In: Insurance / Mathematics & economics 63 (2015), pp. 91-107
Persistent link: https://www.econbiz.de/10011349847
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Modelling longevity bonds : analysing the Swiss Re Kortis bond
Hunt, Andrew; Blake, David - In: Insurance / Mathematics & economics 63 (2015), pp. 12-29
Persistent link: https://www.econbiz.de/10011349873
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How can a cause-of-death reduction be compensated for by the population heterogeneity? : A dynamic approach
Kaakaï, Sarah; Labit Hardy, Héloïse; Arnold-Gaille, … - In: Insurance / Mathematics & economics 89 (2019), pp. 16-37
Persistent link: https://www.econbiz.de/10012133502