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Langlebigkeitsanalyse von Versicherungsbeständen
Hentschel, Felix - 2013
Persistent link: https://www.econbiz.de/10010241651
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Backtesting the solvency capital requirement for longevity risk
Coppola, Mariarosaria; D'Amato, Valeria - In: Journal of risk finance : the convergence of financial … 13 (2012) 4, pp. 309-319
Persistent link: https://www.econbiz.de/10009624614
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Longevity risk and survivor derivative pricing
Dawson, Paul; Lin, Hai; Liu, Yangshu - In: Journal of risk finance : the convergence of financial … 14 (2013) 2, pp. 140-158
Persistent link: https://www.econbiz.de/10009723908
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Essays on Solvency II and the measurement and management of mortality risk
Wesker, Hannah - 2012
Persistent link: https://www.econbiz.de/10009707248
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Subjective risk and participation in micro life insurance in Ghana
Giesbert, Lena - 2012
This paper analyzes the determinants of households' decisions to purchase micro life insurance, the most common but least investigated type of microinsurance. It uses household survey data collected in southern Ghana in 2009. Insurance participation and extent of coverage are examined against a...
Persistent link: https://www.econbiz.de/10009674330
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Securitization of longevity and mortality risk
Cipra, Tomáš - In: Decision 38 (2011) 3, pp. 116-131
Persistent link: https://www.econbiz.de/10009716060
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Risk analysis of annuity conversion options in a stochastic mortality environment
Kling, Alexander; Ruß, Jochen; Schilling, Katja - In: Astin bulletin : the journal of the International … 44 (2014) 2, pp. 197-236
Persistent link: https://www.econbiz.de/10010393961
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The longevity risk of life insurance policies induced by pricing error
Hwang, Ya-wen; Tsai, Chenghsien - In: The IUP journal of financial risk management : IJFRM 11 (2014) 1, pp. 34-53
Persistent link: https://www.econbiz.de/10010373771
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The role of life experience in long-term care insurance decisions
Tennyson, Sharon L.; Yang, Hae Kyung - In: Journal of economic psychology : research in economic … 42 (2014), pp. 175-188
Persistent link: https://www.econbiz.de/10010428810
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The pricing of hedging longevity risk the help of annuity securitizations : an application to the German market
Lorson, Jonas; Wagner, Joël - In: Journal of risk finance : the convergence of financial … 15 (2014) 4, pp. 385-416
Persistent link: https://www.econbiz.de/10010429743