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

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+https://doi.org/10.1016/j.insmatheco.2009.11.003
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+W3021444892
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+Stochastic mortality under measure changes
@@ Property / cites work: Stochastic mortality under measure changes / rank @@
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@@ Property / cites work @@
+Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts
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+A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
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+Natural Hedging of Life and Annuity Mortality Risks
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+Valuation and hedging of life insurance liabilities with systematic mortality risk
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+Estimating the term structure of mortality
@@ Property / cites work: Estimating the term structure of mortality / rank @@
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+Mortality derivatives and the option to annuitise.
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