Longevity risk and capital markets: the 2008-2009 update (Q659193): Difference between revisions

@@ Property / author @@
+Richard D. MacMinn
@@ Property / author: Richard D. MacMinn / rank @@
+Normal rank
@@ Property / author @@
+Theo E. Nijman
@@ Property / author: Theo E. Nijman / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2009.11.003
+Normal rank
@@ Property / OpenAlex ID @@
+W3021444892
@@ Property / OpenAlex ID: W3021444892 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic mortality under measure changes
@@ Property / cites work: Stochastic mortality under measure changes / rank @@
+Normal rank
@@ Property / cites work @@
+Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts
+Normal rank
@@ Property / cites work @@
+A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
+Normal rank
@@ Property / cites work @@
+Natural Hedging of Life and Annuity Mortality Risks
+Normal rank
@@ Property / cites work @@
+Valuation and hedging of life insurance liabilities with systematic mortality risk
+Normal rank
@@ Property / cites work @@
+Estimating the term structure of mortality
@@ Property / cites work: Estimating the term structure of mortality / rank @@
+Normal rank
@@ Property / cites work @@
+Mortality derivatives and the option to annuitise.
+Normal rank