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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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Natural hedging strategies for life insurers : impact of product design and risk measure
Wong, Andy; Sherris, Michael; Stevens, Ralph - In: The journal of risk and insurance : the journal of the … 84 (2017) 1, pp. 153-175
Persistent link: https://www.econbiz.de/10011658198
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Measuring risk-adjusted performance and product attractiveness of a life annuity portfolio
Di Lorenzo, Emilia; Orlando, Albina; Sibillo, Marilena - In: Journal of mathematical finance 7 (2017) 1, pp. 83-101
Persistent link: https://www.econbiz.de/10011658441
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The impact of Solvency II regulations on life insurers’ investment behaviour
Douglas, Graeme; Noss, Joseph; Vause, Nicholas - 2017
Persistent link: https://www.econbiz.de/10011740965
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Time inconsistent preferences and the annuitization decision
Schreiber, Philipp; Weber, Martin - In: Journal of economic behavior & organization : JEBO 129 (2016), pp. 37-55
Persistent link: https://www.econbiz.de/10011701774
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Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks
Han, Nan-Wei; Hung, Mao-Wei - In: Insurance / Mathematics & economics 73 (2017), pp. 54-67
Persistent link: https://www.econbiz.de/10011702045
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Asset liability management and the euro crisis : sovereign credit risk as a challenge for the German life insurance industry
Gonzalez, Miguel Ridriguez; Kunze, Frederik; … - In: Journal of risk finance : the convergence of financial … 18 (2017) 4, pp. 466-483
Persistent link: https://www.econbiz.de/10011782772
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On the propensity to surrender a variable annuity contract : an empirical analysis of dynamic policyholder behavior
Knoller, Christian; Kraut, Gunther; Schoenmaekers, Pascal - In: The journal of risk and insurance : the journal of the … 83 (2016) 4, pp. 979-1006
Persistent link: https://www.econbiz.de/10011626692
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Insuring biofinance : alcohol, risk and the limits of life
French, Shaun; Kneale, James - In: Economic sociology : perspectives and conversations 17 (2015) 1, pp. 16-24
Persistent link: https://www.econbiz.de/10011593984
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Risk, capital, and operating efficiency : evidence from Taiwan's life insurance market
Hu, Jin-li; Yu, Hsueh-E - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 121-132
Persistent link: https://www.econbiz.de/10011603399