Works matching DE "LONGEVITY bonds"
Results: 16
Buy-ins, buy-outs, longevity bonds, and the creation of value.
- Published in:
- Journal of Demographic Economics, 2023, v. 89, n. 3, p. 329, doi. 10.1017/dem.2023.7
- By:
- Publication type:
- Article
Immunization and Hedging of Post Retirement Income Annuity Products.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 19, doi. 10.3390/risks5010019
- By:
- Publication type:
- Article
CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION.
- Published in:
- Astin Bulletin, 2019, v. 49, n. 2, p. 457, doi. 10.1017/asb.2019.11
- By:
- Publication type:
- Article
MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS.
- Published in:
- Astin Bulletin, 2019, v. 49, n. 2, p. 373, doi. 10.1017/asb.2019.10
- By:
- Publication type:
- Article
DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY.
- Published in:
- Astin Bulletin, 2018, v. 48, n. 1, p. 197, doi. 10.1017/asb.2017.26
- By:
- Publication type:
- Article
HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS.
- Published in:
- Astin Bulletin, 2013, v. 43, n. 2, p. 123, doi. 10.1017/asb.2013.12
- By:
- Publication type:
- Article
Local risk-minimization with longevity bonds.
- Published in:
- Applied Stochastic Models in Business & Industry, 2015, v. 31, n. 2, p. 241, doi. 10.1002/asmb.2028
- By:
- Publication type:
- Article
Incorporating Longevity Risk and Medical Information Into Life Settlement Pricing.
- Published in:
- Journal of Risk & Insurance, 2013, v. 80, n. 3, p. 799, doi. 10.1111/j.1539-6975.2013.01522.x
- By:
- Publication type:
- Article
Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan.
- Published in:
- Journal of Risk & Insurance, 2013, v. 80, n. 3, p. 585, doi. 10.1111/j.1539-6975.2012.01508.x
- By:
- Publication type:
- Article
Mortality Modeling With Non-Gaussian Innovations and Applications to the Valuation of Longevity Swaps.
- Published in:
- Journal of Risk & Insurance, 2013, v. 80, n. 3, p. 775, doi. 10.1111/j.1539-6975.2013.12002.x
- By:
- Publication type:
- Article
The New Life Market.
- Published in:
- Journal of Risk & Insurance, 2013, v. 80, n. 3, p. 501, doi. 10.1111/j.1539-6975.2012.01514.x
- By:
- Publication type:
- Article
Robust Hedging of Longevity Risk.
- Published in:
- Journal of Risk & Insurance, 2013, v. 80, n. 3, p. 621, doi. 10.1111/j.1539-6975.2013.01525.x
- By:
- Publication type:
- Article
Longevity Risk and Capital Markets: The 2011-2012 Update.
- Published in:
- Journal of Risk & Insurance, 2013, v. 80, n. 3, p. 495, doi. 10.1111/j.1539-6975.2013.12016.x
- By:
- Publication type:
- Article
Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities.
- Published in:
- Journal of Risk & Insurance, 2013, v. 80, n. 3, p. 649, doi. 10.1111/j.1539-6975.2012.01502.x
- By:
- Publication type:
- Article
Informed Intermediation of Longevity Exposures.
- Published in:
- Journal of Risk & Insurance, 2013, v. 80, n. 3, p. 559, doi. 10.1111/j.1539-6975.2013.01524.x
- By:
- Publication type:
- Article
Basis risk in static versus dynamic longevity-risk hedging.
- Published in:
- Scandinavian Actuarial Journal, 2017, v. 2017, n. 4, p. 343, doi. 10.1080/03461238.2015.1134636
- By:
- Publication type:
- Article