Works matching DE "LONGEVITY bonds"

Results: 16

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:

Brockett, Patrick L.;
Chuang, Shuo‐li;
Deng, Yinglu;
MacMinn, Richard D.

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:

Cox, Samuel H.;
Lin, Yijia;
Tian, Ruilin;
Yu, Jifeng

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:

Wang, Chou‐Wen;
Huang, Hong‐Chih;
Liu, I‐Chien

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:

Blake, David;
Cairns, Andrew;
Coughlan, Guy;
Dowd, Kevin;
MacMinn, Richard

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:

Cairns, Andrew J. G.

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:

Blake, David;
MacMinn, Richard;
Maurer, Raimond

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:

Maurer, Raimond;
Mitchell, Olivia S.;
Rogalla, Ralph;
Kartashov, Vasily

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:

Biffis, Enrico;
Blake, David

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:

Henriksen, Lars Frederik Brandt;
Møller, Thomas

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:

De Rosa, Clemente;
Luciano, Elisa;
Regis, Luca

Publication type:

Article

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:

MacMinn, Richard;
Lin, Yijia;
Shi, Tianxiang

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:

Changyu Liu;
Sherris, Michael

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:

Tang, Qihe;
Yuan, Zhongyi

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:

Rui, Zhou

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:

Li, Hong

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:

BIAGINI, FRANCESCA;
RHEINLANDER, THORSTEN;
WIDENMANN, JAN

Publication type:

Article