A dynamic equivalence principle for systematic longevity risk management
From MaRDI portal
Publication:2415975
DOI10.1016/j.insmatheco.2019.02.004zbMath1411.91283OpenAlexW2919596437MaRDI QIDQ2415975
Jan Dhaene, Julien Trufin, Hamza Hanbali, Michel M. Denuit
Publication date: 23 May 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/287197/5/SystematicRiskLongTermInsurance_Diffusion.pdf
risk sharingsolvencysystematic longevity risk(conditional) law of large numbersdynamic equivalence principle
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (3)
Optimal retirement products under subjective mortality beliefs ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Assessment of longevity risk: credibility approach
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Applications of central limit theorems for equity-linked insurance
- Demand and adverse selection in a pooled annuity fund
- Longevity risk and capital markets: the 2015--16 update
- Updating mechanism for lifelong insurance contracts subject to medical inflation
- Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
- Longevity-Indexed Life Annuities
- EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING
- LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION
- Natural Hedging of Life and Annuity Mortality Risks
This page was built for publication: A dynamic equivalence principle for systematic longevity risk management
