| Publication | Date of Publication | Type |
|---|
| A Bayesian approach to developing a stochastic mortality model for China | 2025-01-22 | Paper |
| Kriging methods for modeling spatial basis risk in weather index insurances: a technical note | 2024-08-14 | Paper |
| Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach | 2024-02-13 | Paper |
| Rotation in age patterns of mortality decline: statistical evidence and modeling | 2023-06-16 | Paper |
| Socioeconomic differentials in mortality: implications on index-based longevity hedges | 2023-06-09 | Paper |
| Green nested simulation via likelihood ratio: applications to longevity risk management | 2022-09-14 | Paper |
| “A Quantitative Comparison of Stochastic Mortality Models Using Data from England and Wales and the United States,” Andrew J. G. Cairns, David Blake, Kevin Dowd, Guy D. Coughlan, David Epstein, Alen Ong, and Igor Balevich, Vol. 13, No. 1, 2009 | 2022-02-11 | Paper |
| Threshold Life Tables and Their Applications | 2022-01-19 | Paper |
| “Markov Aging Process and Phase-Type Law of Mortality,” X. Sheldon Lin and Xiaoming Liu, October 2007 | 2022-01-19 | Paper |
| Recent declines in life expectancy: implication on longevity risk hedging | 2021-07-06 | Paper |
| Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes | 2021-04-28 | Paper |
| An Efficient Method for Mitigating Longevity Value-at-Risk | 2021-04-28 | Paper |
| Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know? | 2021-04-28 | Paper |
| Stochastic life table forecasting: a time-simultaneous fan chart application | 2021-02-15 | Paper |
| The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty | 2020-08-03 | Paper |
| Improving Risk Sharing and Borrower Incentives in Mortgage Design | 2019-12-18 | Paper |
| The CBD Mortality Indexes: Modeling and Applications | 2019-05-15 | Paper |
| Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II | 2019-05-15 | Paper |
| Pricing and Hedging Variable Annuity Guarantees with Multiasset Stochastic Investment Models | 2019-05-15 | Paper |
| Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk | 2019-01-15 | Paper |
| THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK | 2018-06-04 | Paper |
| A strategy for hedging risks associated with period and cohort effects using q-forwards | 2018-02-15 | Paper |
| It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk | 2016-12-13 | Paper |
| The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds | 2015-09-14 | Paper |
| A step-by-step guide to building two-population stochastic mortality models | 2015-08-20 | Paper |
| Optimal relativities and transition rules of a bonus-malus system | 2015-05-26 | Paper |
| Coherent mortality forecasting with generalized linear models: a modified time-transformation approach | 2015-02-03 | Paper |
| Parametric mortality indexes: from index construction to hedging strategies | 2015-02-03 | Paper |
| A cautionary note on pricing longevity index swaps | 2013-12-17 | Paper |
| Key q-duration: a framework for hedging longevity risk | 2013-12-12 | Paper |
| Pricing longevity risk with the parametric bootstrap: a maximum entropy approach | 2012-02-10 | Paper |
| Measuring Basis Risk in Longevity Hedges | 2011-12-21 | Paper |
| Valuing variable annuity guarantees with the multivariate Esscher transform | 2011-12-21 | Paper |
| Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality | 2011-08-01 | Paper |
| Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach | 2011-06-17 | Paper |
| Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach | 2011-01-20 | Paper |
