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Long guarantees with short duration : the rolling annuity
Jarner, Søren Fiig; Preisel, Michael - In: Scandinavian actuarial journal (2017) 6, pp. 471-494
Persistent link: https://www.econbiz.de/10011848436
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Using reverse mortgages to hedge longevity and financial risks for life insurers : a generalised immunisation approach
Wang, Jennifer L.; Hsieh, Ming-hua; Chiu, Yu-fen - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 697-717
Persistent link: https://www.econbiz.de/10009503479
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On the mortality/longevity risk hedging with mortality immunization
Lin, Tzuling; Tsai, Cary Chi-liang - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 580-596
Persistent link: https://www.econbiz.de/10010227936
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Longevity risk, cost of capital and hedging for life insurers under Solvency II
Meyricke, Ramona; Sherris, Michael - In: Insurance / Mathematics & economics 55 (2014), pp. 147-155
Persistent link: https://www.econbiz.de/10010366194
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Time-consistent mean-variance hedging of longevity risk : effect of cointegration
Wong, Tat Wing; Chiu, Mei Choi; Wong, Hoi Ying - In: Insurance / Mathematics & economics 56 (2014), pp. 56-67
Persistent link: https://www.econbiz.de/10010385032
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On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie; Haberman, Steven - In: Insurance / Mathematics & economics 61 (2015), pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
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Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions
Bensusan, Harry; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492465
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Hedging pure endowments with mortality derivatives
Wang, Ting; Young, Virginia R. - In: Insurance / Mathematics & economics 69 (2016), pp. 238-255
Persistent link: https://www.econbiz.de/10011533915
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Towards a large and liquid longevity market : a graphical population basis risk metric
Chan, Wai-Sum; Li, Johnny Siu-Hang; Zhou, Kenneth Q.; … - In: The Geneva papers on risk and insurance - issues and … 41 (2016) 1, pp. 118-127
Persistent link: https://www.econbiz.de/10011657562
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Natural hedges with immunization strategies of mortality and interest rates
Lin, Tzuling; Tsai, Cary Chi-liang - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 155-185
Persistent link: https://www.econbiz.de/10012194116