Search results
From MaRDI portal
- Market in Longevity Risk Transfers 2019-05-15 Paper A General Procedure for Constructing Mortality Models 2019-05-15 Paper Sharing Longevity Risk: Why Governments...10 bytes (16 words) - 17:53, 9 December 2023
- based allocation of risk capital 2012-04-18 Paper Longevity risk and capital markets: the 2008-2009 update 2012-02-10 Paper Longevity risk in pension annuities...10 bytes (18 words) - 21:48, 8 December 2023
- 2015-09-14 Paper Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk 2015-08-20 Paper The determinants of...10 bytes (16 words) - 00:43, 9 December 2023
- benefit claiming? 2014-04-15 Paper Longevity risk and capital markets: the 2008-2009 update 2012-02-10 Paper Optimal Annuity Risk Management* 2011-11-15 Paper...10 bytes (18 words) - 00:41, 10 December 2023
- 2021-04-28 Paper Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers 2021-04-28 Paper Hedging Annuity Risks with the Age-Period-Cohort...10 bytes (21 words) - 00:44, 9 December 2023
- modeling: when the data is too much and not enough 2022-03-10 Paper Hedging Longevity Risk: Does the Structure of the Financial Instrument Matter? 2021-04-28 Paper...10 bytes (18 words) - 02:33, 12 December 2023
- Gompertz in reverse: what is your longevity-risk-adjusted global age? 2020-08-03 Paper The Utility Value of Longevity Risk Pooling: Analytic Insights 2019-05-07...10 bytes (19 words) - 03:34, 12 December 2023
- house price risk and longevity risk 2015-08-20 Paper Individual post-retirement longevity risk management under systematic mortality risk 2014-07-16 Paper...10 bytes (16 words) - 02:14, 25 September 2023
- Publication Date of Publication Type Dynamic hazards modelling for predictive longevity risk assessment 2021-03-17 Paper Calculation of changes in life expectancy...10 bytes (18 words) - 23:26, 12 December 2023
- DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS 2021-09-24 Paper Basis risk in static versus dynamic longevity-risk hedging 2018-07-13...10 bytes (18 words) - 20:57, 26 December 2023
- implications on index-based longevity hedges 2023-06-09 Paper Green nested simulation via likelihood ratio: applications to longevity risk management 2022-09-14...10 bytes (20 words) - 02:14, 25 September 2023
- Publication Date of Publication Type LONGEVITY RISK MANAGEMENT AND SHAREHOLDER VALUE FOR A LIFE ANNUITY BUSINESS 2018-06-04 Paper Consistent dynamic affine...10 bytes (16 words) - 05:34, 7 October 2023
- Securitization of Longevity Risk in Reverse Mortgages 2022-01-19 Paper Individual post-retirement longevity risk management under systematic mortality risk 2014-07-16...10 bytes (16 words) - 07:00, 7 October 2023
- in life insurance companies using conditional value at risk 2012-02-10 Paper Hedging Longevity Risk When Interest Rates are Uncertain 2011-12-21 Paper Government-provided...10 bytes (18 words) - 18:12, 12 December 2023
- expectancy: implication on longevity risk hedging 2021-07-06 Paper An Efficient Method for Mitigating Longevity Value-at-Risk 2021-04-28 Paper The heat...10 bytes (16 words) - 10:52, 6 October 2023
- chemistry using many-core/GPU acceleration 2018-10-31 Paper Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure...10 bytes (16 words) - 18:21, 13 December 2023
- Publication Date of Publication Type Macro longevity risk and the choice between annuity products: evidence from Denmark 2021-07-06 Paper The effects of...10 bytes (16 words) - 02:56, 9 December 2023
- 2018-07-13 Paper Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk 2015-08-20 Paper...10 bytes (19 words) - 02:14, 25 September 2023
- populations 2019-09-19 Paper Basis risk in static versus dynamic longevity-risk hedging 2018-07-13 Paper Longevity-linked assets and pre-retirement consumption/portfolio...10 bytes (16 words) - 18:06, 6 October 2023
- in life insurance companies using conditional value at risk 2012-02-10 Paper Hedging Longevity Risk When Interest Rates are Uncertain 2011-12-21 Paper https://portal...10 bytes (18 words) - 18:12, 12 December 2023
