Works matching IS 17484995 AND DT 2020 AND VI 14 AND IP 2

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:

Gemmo, Irina;
Rogalla, Ralph;
Weinert, Jan-Hendrik

Publication type:

Article

Longevity risk and capital markets: the 2018–19 update.

Published in:

2020

By:

Blake, David;
Cairns, Andrew J. G.

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:

Dowd, Kevin;
Cairns, Andrew J. G.;
Blake, David

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:

Hunt, Andrew;
Blake, David

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:

Hunt, Andrew;
Blake, David

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:

Zhou, Kenneth Q.;
Li, Johnny Siu-Hang

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:

Balland, Fabrice;
Boumezoued, Alexandre;
Devineau, Laurent;
Habart, Marine;
Popa, Tom

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:

Richards, Stephen J.;
Currie, Iain D.;
Kleinow, Torsten;
Ritchie, Gavin P.

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:

Mayhew, Les;
Harper, Gillian;
Villegas, Andrés M.

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:

Balter, Anne G.;
Kallestrup-Lamb, Malene;
Rangvid, Jesper

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:

Redondo Lourés, Cristian;
Cairns, Andrew J. G.

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:

Currie, Iain D.

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:

Olivieri, Annamaria;
Pitacco, Ermanno

Publication type:

Article