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Longevity risk in living benefits

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References

2000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications411 cited
2001Mortality derivatives and the option to annuitise314 cited
2018Actuarial Models for Disability Insurance170 cited
2001Uncertainty in mortality projections: an actuarial perspective130 cited
2000Actuarial Models for Disability Insurance126 cited
1935Mortality Variations in Sweden52 cited
1998An International Comparison of Recent Trends in Population Mortality42 cited
1994Mortality on the Move.32 cited
2001Inference about mortality improvements in life annuity portfolios25 cited

Cited by

2014A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach31 cited
2007An analysis of disability - linked annuities22 cited
2008Mortality, longevity and experiments with the Lee–Carter model20 cited
2005Abstracts and Reviews13 cited

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