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On the control of defined-benefit pension plans
Huang, Hong-Chih; Cairns, Andrew J.G. - In: Insurance / Mathematics & economics 38 (2006) 1, pp. 113-131
Persistent link: https://www.econbiz.de/10006872190
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Pensionmetrics 2: stochastic pension plan design during the distribution phase
Blake, David; Cairns, Andrew J.G.; Dowd, Kevin - In: Insurance / Mathematics & economics 33 (2003) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10006886823
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Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase
Blake, David; Cairns, Andrew J.G.; Dowd, Kevin - In: Insurance / Mathematics & economics 29 (2001) 2, pp. 187-216
Persistent link: https://www.econbiz.de/10006899721
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A discussion of parameter and model uncertainty in insurance
Cairns, Andrew J.G. - In: Insurance / Mathematics & economics 27 (2000) 3, pp. 313-330
Persistent link: https://www.econbiz.de/10006904774
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Survivor Swaps
Dowd, Kevin; Blake, David; Cairns, Andrew J.G.; Dawson, Paul - In: The journal of risk and insurance : the journal of the … 73 (2006) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10006157830
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Modelling and management of longevity risk: Approximations to survivor functions and dynamic hedging
Cairns, Andrew J.G. - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 438-454
Persistent link: https://www.econbiz.de/10009807371
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A FAMILY OF TERM-STRUCTURE MODELS FOR LONG-TERM RISK MANAGEMENT AND DERIVATIVE PRICING
Cairns, Andrew J.G. - In: Mathematical finance : an international journal of … 14 (2004) 3, pp. 415-444
Persistent link: https://www.econbiz.de/10008214625
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Pricing Death
Cairns, Andrew J.G. - In: Astin bulletin : the journal of the International … 36 (2006) 1, pp. 79-120
Persistent link: https://www.econbiz.de/10008222561
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Longevity risk and the Grim Reaper’s toxic tail: The survivor fan charts
Blake, David; Dowd, Kevin; Cairns, Andrew J.G. - In: Insurance / Mathematics & economics 42 (2008) 3, pp. 1062-1066
Persistent link: https://www.econbiz.de/10008057646
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Options on normal underlyings with an application to the pricing of survivor swaptions
Dawson, Paul; Dowd, Kevin; Cairns, Andrew J.G.; Blake, David - In: The journal of futures markets 29 (2009) 8, pp. 757-774
Persistent link: https://www.econbiz.de/10008265735