Robust Hedging of Longevity Risk

Author:

Cairns Andrew J. G.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference31 articles.

1. B'orger , M. D. Fleischer N. Kuksin 2012 Modeling Mortality Trend Under Modern Solvency Regimes, Working paper, University of Ulm

2. Applying Lee-Carter Under Conditions of Variable Mortality Decline;Booth;Population Studies,2002

3. From Financial Economics to Fair Valuation;Cairns;Proceedings of the 11th International AFIR Colloquium, Toronto, September,2001

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

5. Modelling and Management of Mortality Risk: A Review;Cairns;Scandinavian Actuarial Journal,2008

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