Yijia Lin

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Risk-Seeking Behavior and Its Implications for the Optimal Decision Making of Annuity Insurers North American Actuarial Journal	2023-07-03	Paper
Natural hedging of life and annuity mortality risks North American Actuarial Journal	2022-01-10	Paper
Optimal longevity risk transfer and investment strategies North American Actuarial Journal	2021-04-28	Paper
Downside risk management of a defined benefit plan considering longevity basis risk North American Actuarial Journal	2019-05-15	Paper
Pension risk management with funding and buyout options Insurance Mathematics \& Economics	2018-02-15	Paper
De-risking defined benefit plans Insurance Mathematics \& Economics	2015-08-20	Paper
Mortality risk modeling: applications to insurance securitization Insurance Mathematics \& Economics	2012-02-10	Paper
Mortality regimes and pricing North American Actuarial Journal	2011-12-21	Paper
Portfolio risk management with CVaR-like constraints North American Actuarial Journal	2011-08-23	Paper
Securitization of catastrophe mortality risks Insurance Mathematics \& Economics	2009-01-28	Paper

Research outcomes over time

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