Redistribution of longevity risk: The effect of heterogeneous mortality beliefs-Reference-Cited by-同舟云学术

Redistribution of longevity risk: The effect of heterogeneous mortality beliefs

Published:2017-01 Issue: Volume:72 Page:175-188
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Boonen Tim J.,De Waegenaere Anja,Norde Henk

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference49 articles.

1. The Nash bargaining solution vs. equilibrium in a reinsurance syndicate;Aase;Scand. Actuar. J.,2009

2. Optimal risk sharing with different reference probabilities;Acciaio;Insurance Math. Econom.,2009

3. Basel Committee on Banking Supervision, 2013. Longevity risk transfer markets: market structure, growth drivers and impediments, and potential risks. Basel, Switzerland. URL: http://www.bis.org/publ/joint31.pdf.

4. Living with mortality: longevity bonds and other mortality-linked securities;Blake;Br. Actuar. J.,2006

5. Game-theoretic approaches to optimal risk sharing;Boonen,2014

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Multi-constrained optimal reinsurance model from the duality perspectives;Insurance: Mathematics and Economics;2023-11

2. Bilateral risk sharing in a comonotone market with rank-dependent utilities;Insurance: Mathematics and Economics;2022-11

3. Manage Pension Deficit with Heterogeneous Insurance;Methodology and Computing in Applied Probability;2022-05-02

4. Pricing insurance policies with offsetting relationship;Annals of Actuarial Science;2021-09-17

5. BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS;ASTIN Bulletin;2020-01