Matthias Börger

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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!

PublicationDate of PublicationType
It takes two: why mortality trend modeling is more than modeling one mortality trend
Insurance Mathematics & Economics
2021-07-06Paper
A combined analysis of hedge effectiveness and capital efficiency in longevity hedging
Insurance Mathematics & Economics
2021-07-06Paper
Modeling trend processes in parametric mortality models
Insurance Mathematics & Economics
2018-02-15Paper
On the pricing of longevity-linked securities
Insurance Mathematics & Economics
2012-02-10Paper
Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk
Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
2011-01-28Paper


Research outcomes over time


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