Longevity Risk and Capital Markets: The 2014-15 Update-Reference-Cited by-同舟云学术

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Longevity Risk and Capital Markets: The 2014-15 Update

Published:2017-04 Issue:S1 Volume:84 Page:279-297
ISSN:0022-4367
Container-title:Journal of Risk and Insurance
language:en
Short-container-title:Journal Risk and Insurance

Author:

Blake David,Morales Marco

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/jori.12213/fullpdf

Reference10 articles.

1. The New Life Market;Blake;Journal of Risk and Insurance,2013

2. Modelling and Management of Longevity Risk: Approximations to Survival Functions and Dynamic Hedging;Cairns;Insurance: Mathematics and Economics,2011

3. The CBD Mortality Indexes: Modeling and Applications;Chan;North American Actuarial Journal,2014

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1. Managing longevity risk in polish pension system with the use of behavioral incentives;International Scientific Conference „Business and Management“;2024-09-13

2. Macro longevity risk and the choice between annuity products: Evidence from Denmark;Insurance: Mathematics and Economics;2021-07

3. Note from the Editors;Insurance: Mathematics and Economics;2021-07

4. Time-consistent longevity hedging with long-range dependence;Insurance: Mathematics and Economics;2021-07

5. Application of Copulas to Modelling of Marriage Reverse Annuity Contract;Prague Economic Papers;2020-08-31

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