Actuarial applications of the linear hazard transform in life contingencies
DOI10.1016/J.INSMATHECO.2011.01.009zbMATH Open1218.91073OpenAlexW2042555778MaRDI QIDQ2276263FDOQ2276263
Authors: Cary Chi-Liang Tsai, Lingzhi Jiang 
Publication date: 1 August 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.01.009
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Cites Work
- Insurance pricing and increased limits ratemaking by proportional hazards transforms
- Title not available (Why is that?)
- A critique of fractional age assumptions.
- A family of fractional age assumptions
- Ordering of risks under PH-transforms
- Properties of the power family of fractional age approximations.
- Comparison Between Future Lifetime Distribution and Its Approximations
- Analysis of heterogeneous endowment policies portfolios under fractional approximations.
- An application of the \(\alpha\)-power approximation in multiple life insurance
Cited In (6)
- Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk
- Applications of Mortality Durations and Convexities in Natural Hedges
- Actuarial applications of the linear hazard transform in mortality immunization
- On the mortality/longevity risk hedging with mortality immunization
- A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates
- Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know?
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