Search Results - "longevity risk"

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  1. 1
    The toll for Charon's boat in the face of longevity risk: An examination of Basis risk in Longevity bonds.

    The toll for Charon's boat in the face of longevity risk: An examination of Basis risk in Longevity bonds. by Tsikkouris, Antonis

    Published 2007
    Subjects: “…longevity risk…”
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  2. 2
    Estimation and analysis of life annuity premiums with distortion risk measures

    Estimation and analysis of life annuity premiums with distortion risk measures by Jurado Salazar, Mariana Fernanda

    Published 2018
    Subjects: Get full text
  3. 3
    An Investigation into what factors influence the expectation of life made by life insurance companies.

    An Investigation into what factors influence the expectation of life made by life insurance companies. by Anand, Aniel

    Published 2006
    Subjects: Get full text
  4. 4
    Design considerations for retirement savings and retirement income products

    Design considerations for retirement savings and retirement income products by Lakshman, Alles

    Published 2011
    Subjects: Get full text
  5. 5
    Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk

    Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk by Yang, B., Li, Ka Ki Jackie, Balasooriya, U.

    Published 2015
    Subjects: Get full text
  6. 6
    Parametric mortality indexes: From index construction to hedging strategies

    Parametric mortality indexes: From index construction to hedging strategies by Tan, C.I., Li, Ka Ki Jackie, Li, J.S., Balasooriya, U.

    Published 2014
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  7. 7
    On the effectiveness of natural hedging for insurance companies and pension plans

    On the effectiveness of natural hedging for insurance companies and pension plans by Li, Ka Ki Jackie, Haberman, S.

    Published 2015
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