Cited in
(22)- Pricing and securitization of multi-country longevity risk with mortality dependence
- Parametric mortality indexes: from index construction to hedging strategies
- On the Structure and Classification of Mortality Models
- Redistribution of longevity risk: the effect of heterogeneous mortality beliefs
- A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates
- Evaluating the goodness of fit of stochastic mortality models
- On the effectiveness of natural hedging for insurance companies and pension plans
- Longevity Greeks: what do insurers and capital market investors need to know?
- Hedging annuity risks with the age-period-cohort two-population gravity model
- Human Mortality
- StMoMo
- Dowd
- Mortality risk modeling: applications to insurance securitization
- Securitization, structuring and pricing of longevity risk
- Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy
- Measuring Basis Risk in Longevity Hedges
- A stochastic model for mortality rate on italian data
- Dynamic mortality factor model with conditional heteroskedasticity
- Introducing and evaluating a new multiple-component stochastic mortality model
- Modeling and pricing longevity derivatives using stochastic mortality rates and the Esscher transform
- Explaining Young mortality
- Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard
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