-
1
-
-
0141425639
-
Valuation of guaranteed annuity conversion options
-
Ballotta, L., and S. Haberman, 2003, Valuation of Guaranteed Annuity Conversion Options, Insurance: Mathematics and Economics, 33: 87-108.
-
(2003)
Insurance: Mathematics and Economics
, vol.33
, pp. 87-108
-
-
Ballotta, L.1
Haberman, S.2
-
2
-
-
0039738114
-
Survivor bonds: Helping to hedge mortality risk
-
Blake, D., and W. Burrows, 2001, Survivor Bonds: Helping to Hedge Mortality Risk, Journal of Risk and Insurance, 68: 339-348.
-
(2001)
Journal of Risk and Insurance
, vol.68
, pp. 339-348
-
-
Blake, D.1
Burrows, W.2
-
4
-
-
85011457109
-
Guaranteed annuity options
-
Boyle, P. P., and M. Hardy, 2003, Guaranteed Annuity Options, ASTIN Bulletin, 33: 125-152.
-
(2003)
ASTIN Bulletin
, vol.33
, pp. 125-152
-
-
Boyle, P.P.1
Hardy, M.2
-
5
-
-
33845430480
-
A two-factor model for stochastic mortality with parameter uncertainty
-
Cairns, A. J. G., D. Blake, and K. Dowd, 2006, A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty, Journal of Risk and Insurance, 73(4): 687-718.
-
(2006)
Journal of Risk and Insurance
, vol.73
, Issue.4
, pp. 687-718
-
-
Cairns, A.J.G.1
Blake, D.2
Dowd, K.3
-
6
-
-
33845451590
-
Multivariate exponential tilting and pricing implications for mortality securitization
-
Cox, S. H., Y. Lin, and S. Wang, 2006, Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization, Journal of Risk and Insurance, 73(4): 719-736.
-
(2006)
Journal of Risk and Insurance
, vol.73
, Issue.4
, pp. 719-736
-
-
Cox, S.H.1
Lin, Y.2
Wang, S.3
-
7
-
-
4344587999
-
Stochastic mortality in life insurance: Market reserves and mortality-linked insurance contracts
-
Dahl, M., 2004, Stochastic Mortality in Life Insurance: Market Reserves and Mortality-linked Insurance Contracts, Insurance: Mathematics and Economics, 35: 113-136.
-
(2004)
Insurance: Mathematics and Economics
, vol.35
, pp. 113-136
-
-
Dahl, M.1
-
11
-
-
84950457501
-
Modeling and forecasting U.S. mortality
-
Lee, R. D., and L. R. Carter, 1992, Modeling and Forecasting U.S. Mortality, Journal of the American Statistical Association, 87(419): 659-671.
-
(1992)
Journal of the American Statistical Association
, vol.87
, Issue.419
, pp. 659-671
-
-
Lee, R.D.1
Carter, L.R.2
-
12
-
-
0041865384
-
Mortality derivatives and the option to annuitize
-
Milevsky, M. A., and S. D. Promislow, 2001, Mortality Derivatives and the Option to Annuitize, Insurance: Mathematics and Economics, 29: 299-318.
-
(2001)
Insurance: Mathematics and Economics
, vol.29
, pp. 299-318
-
-
Milevsky, M.A.1
Promislow, S.D.2
-
13
-
-
33845448280
-
-
Toronto, Canada, Working Paper
-
Milevsky, M. A., S. D. Promislow, and V. Young, 2005, Financial Valuation of Mortality Risk via the Instantaneous Sharpe Ratio, Toronto, Canada, available at 〈http://www.ifid.ca〉 Working Paper, IFID Center.
-
(2005)
Financial Valuation of Mortality Risk Via the Instantaneous Sharpe Ratio
-
-
Milevsky, M.A.1
Promislow, S.D.2
Young, V.3
-
14
-
-
0011994739
-
Uncertainty in mortality projections: An actuarial perspective
-
Olivieri, A., 2001, Uncertainty in Mortality Projections: An Actuarial Perspective, Insurance: Mathematics and Economics, 29: 231-245.
-
(2001)
Insurance: Mathematics and Economics
, vol.29
, pp. 231-245
-
-
Olivieri, A.1
-
17
-
-
33845467740
-
-
Working Paper, Deloitte Touche Tohmatsu
-
Smith, A., I. Moran, and D. Walczak, 2003, Why Can Financial Firms Charge for Diversifiable Risk? Working Paper, Deloitte Touche Tohmatsu.
-
(2003)
Why Can Financial Firms Charge for Diversifiable Risk?
-
-
Smith, A.1
Moran, I.2
Walczak, D.3
-
19
-
-
33845401279
-
Demographic issues in longevity risk analysis
-
Stallard, E., 2006, Demographic Issues in Longevity Risk Analysis, Journal of Risk and Insurance, 73(4): 575-609.
-
(2006)
Journal of Risk and Insurance
, vol.73
, Issue.4
, pp. 575-609
-
-
Stallard, E.1
-
20
-
-
77951949757
-
-
Working Paper, Centre for Retirement Research, Boston College
-
Webb, T., and L. Friedberg, 2006, Life Is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk, Working Paper, Centre for Retirement Research, Boston College.
-
(2006)
Life Is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk
-
-
Webb, T.1
Friedberg, L.2
-
21
-
-
0024652107
-
The propagation of uncertainty in human mortality processes operating in stochastic environments
-
Yashin, A. I., K. G. Manton, and E. Stallard, 1989, The Propagation of Uncertainty in Human Mortality Processes Operating in Stochastic Environments, Theoretical Population Biology, 35: 1119-1141.
-
(1989)
Theoretical Population Biology
, vol.35
, pp. 1119-1141
-
-
Yashin, A.I.1
Manton, K.G.2
Stallard, E.3
|