Similar Search Results

An optimal product mix for hedging longevity risk in life insurance companies : the immunization theory approach

Wang, Jennifer L.; Huang, H. C.; Yang, Sharon S.; Tsai, … - In: The journal of risk and insurance : the journal of the … 77 (2010) 2, pp. 473-497

Persistent link: https://www.econbiz.de/10003981547

Using reverse mortgages to hedge longevity and financial risks for life insurers : a generalised immunisation approach

Wang, Jennifer L.; Hsieh, Ming-hua; Chiu, Yu-fen - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 697-717

Persistent link: https://www.econbiz.de/10009503479

Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits : a variance reduction approach

Hsieh, Ming-hua; Wang, Jennifer L.; Chiu, Yu-Fen; Chen, … - In: Insurance / Mathematics & economics 78 (2018), pp. 246-254

Persistent link: https://www.econbiz.de/10011825282

The Securitization of Longevity Risk and Its Implications for Retirement Security

MacMinn, Richard D. - 2020

The economic significance of longevity risk for governments, corporations, and individuals has begun to be recognized and quantified. The traditional insurance route for managing this risk has serious limitations due to capacity constraints that are becoming more and more binding. If the 2010...

Persistent link: https://www.econbiz.de/10012856914

Mortality risk management under the factor copula framework : with applications to insurance policy pools

Hsieh, Ming-Hua; Tsai, Chenghsien Jason; Wang, Jennifer L. - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S119-S131

Persistent link: https://www.econbiz.de/10012440428

An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation

Lin, Tzuling; Tzeng, Larry Y. - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 423-435

Persistent link: https://www.econbiz.de/10003966607

Does mortality improvement increase equity risk premiums? : a risk perception perspective

Huang, Rachel J.; Miao, Jerry C. Y.; Tzeng, Larry Y. - In: Journal of empirical finance 22 (2013), pp. 67-77

Persistent link: https://www.econbiz.de/10009768427