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Geographies of securitized ctastrophe risk and the implications of climate change

Johnson, Leigh - In: Economic geography 90 (2014) 2, pp. 155-185

Persistent link: https://www.econbiz.de/10010459677

Models of assessment of the influnce of insurance assets securitization on stability of mutual insurance societies

Tikhomirov, Nikolay; Tikhomirova, Tatiana; Khamitov, Eldar - In: European research studies 20 (2017) 2B, pp. 321-333

Persistent link: https://www.econbiz.de/10012217222

Investing in death/speculating on mortality: some thoughts on life insurance securitization

Ali, Paul U. - In: International corporate governance after Sarbanes-Oxley, (pp. 185-193). 2006

Persistent link: https://www.econbiz.de/10003313505

Target Benefit Pension with Longevity Risk and Stochastic Interest Rate

Tao, Cheng; Rong, Ximin; Zhao, Hui - 2023

This paper introduces a target benefit pension (TBP) model that incorporates longevity risk and stochastic interest rate. Previous models have not considered the dynamic nature of remaining lifetime, and this paper proposes an Ornstein-Uhlenbeck (OU) process to simulate average remaining...

Persistent link: https://www.econbiz.de/10014358649