Factor risk quantification in annuity models-Reference-Cited by-同舟云学术

Factor risk quantification in annuity models

Published:2014-09 Issue: Volume:58 Page:34-45
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Karabey Uǧur,Kleinow Torsten,Cairns Andrew J.G.

Publisher

Elsevier BV

Subject

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

Reference29 articles.

1. The Professional Risk Managers’ Handbook: A Comprehensive Guide to Current Theory and Best Practices;Alexander,2004

2. Financial and demographic risks of a portfolio of life insurance polices with stochastic interest rates. Evaluation methods and applications;Bruno;N. Am. Actuar. J.,2000

3. Interest Rate Models: An Introduction;Cairns,2004

4. Cairns, A., Robust hedging of longevity risk. Seventh International Longevity Risk and Capital Markets Solutions Conference, Frankfurt 2011; http://www.ma.hw.ac.uk/~andrewc/papers/ajgc66.pdf.

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