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Longevity Risk and Capital Markets
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Longevity Risk and Capital Markets (2011)Longevity Risk and Capital MarketsMortality density forecasts: An analysis of six stochastic mortality models (2011)Mortality density forecasts: …On Stochastic Mortality Modeling (2009)On Stochastic Mortality Model…Modelling Longevity Dynamics for Pensions and Annuity Business (2009)Modelling Longevity Dynamics …A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009)A Quantitative Comparison of …Modelling and management of mortality risk: a review (2008)Modelling and management of m…World Population Prospects The 2006 Revision (2007)World Population Prospects Th…Valuation and hedging of life insurance liabilities with systematic mortality risk (2006)Valuation and hedging of life…Longevity Bonds: Financial Engineering, Valuation, and Hedging (2006)Longevity Bonds: Financial En…A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)A Two‐Factor Model for Stocha…A cohort-based extension to the Lee–Carter model for mortality reduction factors (2006)A cohort-based extension to t…Securitization of Mortality Risks in Life Annuities (2005)Securitization of Mortality R…Securitization of Life Insurance Assets and Liabilities (2005)Securitization of Life Insura…Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (2004)Stochastic mortality in life …A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)A Poisson log-bilinear regres…Survivor Bonds: Helping to Hedge Mortality Risk (2001)Survivor Bonds: Helping to He…Mortality derivatives and the option to annuitise (2001)Mortality derivatives and the…Life Annuities: An Optimal Product for Retirement Income (2013)Life Annuities: An Optimal Pr…The Family as an Incomplete Annuities Market (1979)New Evidence on the Money's Worth of Individual Annuities (1999)Law, Politics and Life Insurance Consumption in Asia (2002)Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities (2006)Survivor Swaps (2006)Uncertainty and the Evaluation of Public Investment Decisions (2013)Dynamic Asset Pricing Theory. (1993)Affine processes for dynamic mortality and actuarial valuations (2005)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)Brownian Motion and Stochastic Calculus (2007)Numerical solution of stochastic differential equations (2016)Life Cycle, Individual Thrift, and the Wealth of Nations (1986)Premium Calculation by Transforming the Layer Premium Density (1996)Modeling and Forecasting U. S. Mortality (1992)Mortality Modelling and Forecasting: a Review of Methods (2008)A Theory of the Term Structure of Interest Rates (1985)Pricing Interest-Rate-Derivative Securities (1990)Affine stochastic mortality (2005)“Options, Futures, and Other Derivatives” (2016)Machine Learning for Financial Risk Management: A Survey (2020)Bayesian Stochastic Mortality Modelling for Two Populations (2011)Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models (2012)The Emergence of Lowest‐Low Fertility in Europe During the 1990s (2002)Geographic Variations in Health Care (2014)Understanding factors influencing the adoption of mHealth by the elderly: An extension of the UTAUT model (2017)
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References

  • 2007World Population Prospects The 2006 Revision7,865 cited
  • 2006A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration891 cited
  • 2006A cohort-based extension to the Lee–Carter model for mortality reduction factors734 cited
  • 2002A Poisson log-bilinear regression approach to the construction of projected lifetables727 cited
  • 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States662 cited
  • 2001Survivor Bonds: Helping to Hedge Mortality Risk350 cited
  • 2004Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts344 cited
  • 2001Mortality derivatives and the option to annuitise314 cited
  • 2005Securitization of Mortality Risks in Life Annuities304 cited
  • 2011Mortality density forecasts: An analysis of six stochastic mortality models292 cited
  • 2009Modelling Longevity Dynamics for Pensions and Annuity Business285 cited
  • 2009On Stochastic Mortality Modeling271 cited
  • 2008Modelling and management of mortality risk: a review254 cited
  • 2006Valuation and hedging of life insurance liabilities with systematic mortality risk234 cited
  • 2005Securitization of Life Insurance Assets and Liabilities

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217 cited
  • 2006Longevity Bonds: Financial Engineering, Valuation, and Hedging179 cited
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    • 2013Life Annuities: An Optimal Product for Retirement Income22 cited