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Calibrating Gompertz in reverse : what is your longevity-risk-adjusted global age?
Milevsky, Moshe Arye - In: Insurance / Mathematics & economics 92 (2020), pp. 147-161
Persistent link: https://www.econbiz.de/10012242048
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Longevity risk and retirement income tax efficiency : a location spending rate puzzle
Huang, Huaxiong; Milevsky, Moshe Arye - In: Insurance / Mathematics & economics 71 (2016), pp. 50-62
Persistent link: https://www.econbiz.de/10011630606
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A new defined benefit pension risk measurement methodology
Ai, Jing; Brockett, Patrick L.; Jacobson, Allen F. - In: Insurance / Mathematics & economics 63 (2015), pp. 40-51
Persistent link: https://www.econbiz.de/10011349856
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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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Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
Shao, Adam W.; Hanewald, Katja; Sherris, Michael - In: Insurance / Mathematics & economics 63 (2015), pp. 76-90
Persistent link: https://www.econbiz.de/10011349848
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Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds : a practical approach
Wan, Cheng; Bertschi, Ljudmila - In: Insurance / Mathematics & economics 63 (2015), pp. 66-75
Persistent link: https://www.econbiz.de/10011349851
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Hedging pure endowments with mortality derivatives
Wang, Ting; Young, Virginia R. - In: Insurance / Mathematics & economics 69 (2016), pp. 238-255
Persistent link: https://www.econbiz.de/10011533915
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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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A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates
Ungolo, Francesco; Kleinow, Torsten; Macdonald, Angus - In: Insurance / Mathematics & economics 91 (2020), pp. 68-84
Persistent link: https://www.econbiz.de/10012241988