Results: 13
Optimal portfolio choice with tontines under systematic longevity risk.
- Published in:
- Annals of Actuarial Science, 2020, v. 14, n. 2, p. 302, doi. 10.1017/S1748499520000214
- By:
- Publication type:
- Article
Longevity risk and capital markets: the 2018–19 update.
- Published in:
- 2020
- By:
- Publication type:
- Editorial
CBDX: a workhorse mortality model from the Cairns–Blake–Dowd family.
- Published in:
- Annals of Actuarial Science, 2020, v. 14, n. 2, p. 445, doi. 10.1017/S1748499520000159
- By:
- Publication type:
- Article
Identifiability in age/period/cohort mortality models.
- Published in:
- Annals of Actuarial Science, 2020, v. 14, n. 2, p. 500, doi. 10.1017/S1748499520000123
- By:
- Publication type:
- Article
Identifiability in age/period mortality models.
- Published in:
- Annals of Actuarial Science, 2020, v. 14, n. 2, p. 461, doi. 10.1017/S1748499520000111
- By:
- Publication type:
- Article
Asymmetry in mortality volatility and its implications on index-based longevity hedging.
- Published in:
- Annals of Actuarial Science, 2020, v. 14, n. 2, p. 278, doi. 10.1017/S174849952000010X
- By:
- Publication type:
- Article
Mortality data reliability in an internal model.
- Published in:
- Annals of Actuarial Science, 2020, v. 14, n. 2, p. 420, doi. 10.1017/S1748499520000081
- By:
- Publication type:
- Article
Longevity trend risk over limited time horizons.
- Published in:
- Annals of Actuarial Science, 2020, v. 14, n. 2, p. 262, doi. 10.1017/S174849952000007X
- By:
- Publication type:
- Article
An investigation into the impact of deprivation on demographic inequalities in adults.
- Published in:
- Annals of Actuarial Science, 2020, v. 14, n. 2, p. 358, doi. 10.1017/S1748499520000068
- By:
- Publication type:
- Article
Variability in pension products: a comparison study between The Netherlands and Denmark.
- Published in:
- Annals of Actuarial Science, 2020, v. 14, n. 2, p. 338, doi. 10.1017/S1748499520000056
- By:
- Publication type:
- Article
Mortality in the US by education level.
- Published in:
- Annals of Actuarial Science, 2020, v. 14, n. 2, p. 384, doi. 10.1017/S1748499520000044
- By:
- Publication type:
- Article
Linking annuity benefits to the longevity experience: alternative solutions.
- Published in:
- Annals of Actuarial Science, 2020, v. 14, n. 2, p. 316, doi. 10.1017/S1748499519000137
- By:
- Publication type:
- Article
Constraints, the identifiability problem and the forecasting of mortality.
- Published in:
- Annals of Actuarial Science, 2020, v. 14, n. 2, p. 537, doi. 10.1017/S1748499520000020
- By:
- Publication type:
- Article