Mortality and Longevity Risk

Author:

Kovács Erzsébet,Vékás Péter

Publisher

Springer International Publishing

Reference68 articles.

1. AON Hewitt. 2016. Understanding Longevity Risk. http://www.aon.com/unitedkingdom/attachments/retirement-investment/pensions-stability/risk-settlement/Aon_Hewitt_IDF-Understanding-Longevity-Risk.pdf

2. Asteriou, D., and Hall, S. G. 2015. Applied Econometrics (3rd edition, Part V, Chapter 13: ARIMA Models and the Box–Jenkins Methodology). London: Palgrave Macmillan. isbn: 9781137415479.

3. Babel, B., E. Bomsdorf, and R. Schmidt. 2008. Forecasting German Mortality Using Panel Data Procedures. Journal of Population Economics 21 (3): 541–555. doi: 10.1007/s00148-006-0097-4 .

4. Basel Committee on Banking Supervision Joint Forum. 2013. Longevity Risk Transfer Markets: Market Structure, Growth Drivers and Impediments, and Potential Risks. http://www.bis.org/publ/joint31.pdf

5. Bauer, D., M. Börger, and J. Ruß. 2010. On the Pricing of Longevity-Linked Securities. Insurance: Mathematics and Economics 46 (1): 139–149. doi: 10.1016/j.insmatheco.2009.06.005 .

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