Similar Search Results

Longevity risk and capital markets : the 2019-20 update

Blake, David; Cairns, Andrew - In: Insurance / Mathematics & economics 99 (2021), pp. 395-439

Persistent link: https://www.econbiz.de/10012649241

Longevity risk and capital markets : the 2015-16 update

Blake, David; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 78 (2018), pp. 157-173

Persistent link: https://www.econbiz.de/10011825252

Actuarial pricing with financial methods

Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: Scandinavian actuarial journal 2023 (2023) 5, pp. 450-476

Persistent link: https://www.econbiz.de/10014336588

Optimal investment and reinsurance for an insurer under Markov-modulated financial market

Xu, Lin; Zhang, Liming; Yao, Dingjun - In: Insurance / Mathematics & economics 74 (2017), pp. 7-19

Persistent link: https://www.econbiz.de/10011712331

Longevity risk and capital markets : the 2018-19 update : editorial

Blake, David; Cairns, Andrew - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 2, pp. 219-261

Persistent link: https://www.econbiz.de/10012307354

Alternative Risk Transfer : The Convergence of the Insurance and Capital Markets, Part II, Non-Life Utilization of Insurance-Linked Securities

Kampa, Christopher - 2010

techniques, allowing for the hedging of risks that were previously thought to be uninsurable …

Persistent link: https://www.econbiz.de/10013139648

Basis risk, procyclicality, and systemic risk in the Solvency II equity risk module

Eling, Martin; Pankoke, David836228189 - 2013

Persistent link: https://www.econbiz.de/10010410034

Alternative Risk Transfer : The Convergence of the Insurance and Capital Markets, Part III – Utilization of Life Insurance-Linked Securities

Kampa, Christopher - 2010

securitization of longevity/mortality risks for life insurance-linked securities. Individuals, financial entities, and government … agencies have exposure to longevity/mortality risk. Historically, managing such risk has been limited to a few avenues. However … managing longevity/mortality risk. These new methods benefit individuals, life insurers, annuity writers, pension providers …

Persistent link: https://www.econbiz.de/10013139390

Interplay of subexponential and dependent insurance and financial risks

Chen, Yiqing - In: Insurance / Mathematics & economics 77 (2017), pp. 78-83

Persistent link: https://www.econbiz.de/10011783904

Alternative risk transfer : integrated risk management through insurance, reinsurance, and the capital markets

Banks, Erik - 2004

Persistent link: https://www.econbiz.de/10001827436