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Statistical emulators for pricing and hedging longevity risk products
Risk, J.; Ludkovski, M. - In: Insurance / Mathematics & economics 68 (2016), pp. 45-60
Persistent link: https://www.econbiz.de/10011492443
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The risk of a mortality catastrophe
Bauer, Daniel; Kramer, Florian - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 391-405
Persistent link: https://www.econbiz.de/10011691650
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From regulatory life tables to stochastic mortality projections : the exponential decline model
Denuit, Michel; Trufin, Julien - In: Insurance / Mathematics & economics 71 (2016), pp. 295-303
Persistent link: https://www.econbiz.de/10011630848
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Recent declines in life expectancy : implication on longevity risk hedging
Li, Johnny Siu-Hang; Liu, Yanxin - In: Insurance / Mathematics & economics 99 (2021), pp. 376-394
Persistent link: https://www.econbiz.de/10012649240
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Life insurance decisions under recursive utility
Reitzel Jensen, Ninna - In: Scandinavian actuarial journal 2019 (2019) 3, pp. 204-227
Persistent link: https://www.econbiz.de/10012194947
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Quantification of longevity risk for pension insurance in V4 countries
Gogola, Ján - In: Ekonomický časopis : časopis pre ekonomickú … 65 (2017) 8, pp. 751-762
Persistent link: https://www.econbiz.de/10012151877
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An efficient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita; Millossovich, Pietro; Viviano, Fabio - 2021
Persistent link: https://www.econbiz.de/10012615282
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Variable annuities in a Lévy-based hybrid model with surrender risk
Ballotta, Laura; Eberlein, Ernst; Schmidt, Thorsten; … - In: Quantitative finance 20 (2020) 5, pp. 867-886
Persistent link: https://www.econbiz.de/10012262632
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The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty
Li, Johnny Siu-Hang; Liu, Yanxin - In: Insurance / Mathematics & economics 93 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012294047
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Stochastic assessment of special-rate life annuities
Olivieri, Annamaria; Tabakova, Daniela - 2024
Persistent link: https://www.econbiz.de/10014534628