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Securitization of longevity risk : pricing survivor bonds with Wang transform in the Lee-Carter framework
Denuit, Michel; Devolder, Pierre; Goderniaux, Anne-Cécile - In: The journal of risk and insurance : the journal of the … 74 (2007) 1, pp. 87-113
Persistent link: https://www.econbiz.de/10003454711
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How US government agencies value mortality risk reductions
Robinson, Lisa A. - In: Review of environmental economics and policy 1 (2007) 2, pp. 283-299
Persistent link: https://www.econbiz.de/10003551453
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Longevity risk and capital markets
MacMinn, Richard D.; Brockett, Patrick L.; Blake, David - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 551-557
Persistent link: https://www.econbiz.de/10003402064
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Pensions, risks, and capital markets
Turner, Adair - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 559-574
Persistent link: https://www.econbiz.de/10003402066
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Demographic issues in longevity risk analysis
Stallard, Eric - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 575-609
Persistent link: https://www.econbiz.de/10003402069
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The political economy of government-issued longevity bonds
Brown, Jeffrey R.; Orszag, Peter R. - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 611-631
Persistent link: https://www.econbiz.de/10003402073
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Longevity bonds : financial engineering, valuation, and hedging
Blake, David; Cairns, Andrew; Dowd, Kevin; MacMinn, … - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 647-672
Persistent link: https://www.econbiz.de/10003402082
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Killing the law of large numbers : mortality risk premiums and the sharpe ratio
Milevsky, M. A.; Promislow, S. David; Young, V. R. - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 673-686
Persistent link: https://www.econbiz.de/10003402083
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A two-factor model for stochastic mortality with parameter uncertainty : theory and calibration
Cairns, Andrew; Blake, David; Dowd, Kevin - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 687-718
Persistent link: https://www.econbiz.de/10003402086
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Using revealed preference methods to estimate the value of reduced mortality risk : best practice Recommendations for the hedonic wage model
Evans, Mary F.; Taylor, Laura O. - In: Review of environmental economics and policy 14 (2020) 2, pp. 282-301
Persistent link: https://www.econbiz.de/10012395299