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~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~subject:"Actuarial mathematics"
~subject:"Risk management"
~type:"article"
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Mortality and crisis mortality...
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
Insurance / Mathematics & economics
42
Risks : open access journal
14
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
8
Astin bulletin : the journal of the International Actuarial Association
7
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
6
Asia-Pacific journal of risk and insurance : APJRI
5
Recreating sustainable retirement : resilience, solvency, and tail risk
4
ASTIN bulletin : the journal of the International Actuarial Association
3
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3
Journal of demographic economics : JODE
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Journal of risk finance : the convergence of financial products and insurance
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2
Latin American journal of central banking : LAJCB
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2
Pension fund risk management : financial and actuarial modeling
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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Scandinavian actuarial journal
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The journal of alternative investments
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1
Annuity valuation with dependent
mortality
Frees, Edward W.
- In:
The journal of risk and insurance : the journal of the …
63
(
1996
)
2
,
pp. 229-261
Persistent link: https://www.econbiz.de/10001204779
Saved in:
2
Mortality
dependence and longevity bond pricing : a dynamic factor copula
mortality
model with the GAS structure
Chen, Hua
;
MacMinn, Richard D.
;
Sun, Tao
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 393-415
Persistent link: https://www.econbiz.de/10011685199
Saved in:
3
Dynamic longevity hedging in the presence of population basis risk : a feasibility analysis from technical and economic perspectives
Zhou, Kenneth Q.
;
Siu-Hang Li, Johnny
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 417-437
Persistent link: https://www.econbiz.de/10011685202
Saved in:
4
Hedging longevity risk in life settlements using biomedical research-backed obligations
MacMinn, Richard D.
;
Zhu, Nan
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 439-458
Persistent link: https://www.econbiz.de/10011685204
Saved in:
5
Robust mean-variance hedging of longevity risk
Li, Hong
;
De Waegenaere, Anja
;
Melenberg, Bertrand
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 459-475
Persistent link: https://www.econbiz.de/10011685211
Saved in:
6
Modeling multicountry longevity risk with
mortality
dependence : a Lévy subordinated hierarchical archimedean copulas approach
Zhu, Wenjun
;
Tan, Ken Seng
;
Wang, Chou-Wen
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 477-493
Persistent link: https://www.econbiz.de/10011685213
Saved in:
7
Mortality
leads and lags
Milidonis, Andreas
;
Efthymiou, Maria
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 495-514
Persistent link: https://www.econbiz.de/10011685215
Saved in:
8
The cross-section of Asia-Pacific
mortality
dynamics : implications for longevity risk sharing
Biffis, Enrico
;
Lin, Yijia
;
Milidonis, Andreas
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 515-532
Persistent link: https://www.econbiz.de/10011685218
Saved in:
9
Single- and cross-generation natural hedging of longevity and financial risk
Luciano, Elisa
;
Regis, Luca
;
Vigna, Elena
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 961-986
Persistent link: https://www.econbiz.de/10011749228
Saved in:
10
Managing
mortality
risk with longevity bonds when
mortality
rates are cointegrated
Wong, Tat Wing
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 987-1023
Persistent link: https://www.econbiz.de/10011749231
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