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On the economics of the longevity risk transfer market

Börger, Matthias; Freimann, Arne; Ruß, Jochen - In: The journal of risk & insurance 90 (2023) 3, pp. 597-632

Persistent link: https://www.econbiz.de/10014364554

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

Single- and cross-generation natural hedging of longevity and financial risk

Luciano, Elisa; Regis, Luca; Vigna, Elena - In: The journal of risk and insurance : the journal of the … 84 (2017) 3, pp. 961-986

Persistent link: https://www.econbiz.de/10011749228

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

Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk

Luciano, Elisa - 2015

for delta and gamma hedges against cohort-based longevity risk. We exploit the correlation between the mortality …This article provides natural hedging strategies for life insurance and annuity businesses written on a single … intensities of different generations and hedge the longevity risk of one cohort with products on other cohorts. An application …

Persistent link: https://www.econbiz.de/10013036481

Assessing and hedging the impact of longevity risk for countries with limited data

Assabil, Samuel E.; Eyiah-Bediako, Francis - In: African review of economics and finance : AREF : the … 15 (2023) 1, pp. 124-132

Persistent link: https://www.econbiz.de/10014637345

Cancer insurance longevity risk management : a natural hedging approach

Su, Karen C.; Yue, Jack C. - In: Journal of financial studies : JFS : the official … 30 (2022) 1, pp. 33-56

Persistent link: https://www.econbiz.de/10013464374

Monitoring and crediting process control with use of logical and probabilistic risk model

Karasev, Vasily - In: International journal of risk assessment and management … 18 (2015) 3/4, pp. 222-236

Persistent link: https://www.econbiz.de/10011535895

Modeling longevity risk with generalized dynamic factor models and vine-copulae

Chuliá, Helena; Guillén, Montserrat; Uribe, Jorge - In: Astin bulletin : the journal of the International … 46 (2016) 1, pp. 165-190

Persistent link: https://www.econbiz.de/10011485145

Efficient approximations for numbers of survivors in the Lee-Carter model

Ggbari, Samuel; Denuit, Michel - In: Insurance / Mathematics & economics 59 (2014), pp. 71-77

Persistent link: https://www.econbiz.de/10010469179