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The handbook of insurance-linked securities
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The handbook of insurance-linked securities (2009)The handbook of insurance-linked securiti…Catastrophe bond pricing in the primary market: The issuer effect and pricing factors (2022)Catastrophe bond pricing in t…Recent Challenges in Actuarial Science (2021)Recent Challenges in Actuaria…Geographies of Securitized Catastrophe Risk and the Implications of Climate Change (2014)Geographies of Securitized Ca…HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS (2013)HEDGING MORTALITY CLAIMS WITH…Measuring Basis Risk in Longevity Hedges (2011)Measuring Basis Risk in Longe…Bayesian Stochastic Mortality Modelling for Two Populations (2011)Bayesian Stochastic Mortality…The Limits of Capital (1982)Risk Society: Towards a New Modernity (1993)Risk Society, Towards a New Modernity (1994)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A Gravity Model of Mortality Rates for Two Related Populations (2011)Longevity Hedging 101 (2011)The New Life Market (2013)A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)Broken Limits to Life Expectancy (2002)A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)Modelling Adult Mortality in Small Populations: The Saint Model (2011)Affine processes and applications in finance (2003)Credit Risk: Modeling, Valuation and Hedging (2004)Stochastic Integration and Differential Equations (2005)Risk-Minimization for Life Insurance Liabilities (2013)RISK‐MINIMIZATION FOR LIFE INSURANCE LIABILITIES WITH DEPENDENT MORTALITY RISK (2015)Time Series Analysis: Forecasting and Control (1977)Modelling Extremal Events (1997)Value At Risk: The New Benchmark for Managing Financial Risk (2000)Hotelling T2 Control Chart for Detecting Changes in Mortality Models Based on Machine-Learning Decision Tree (2023)Specification Tests in Econometrics (1978)The Market for Catastrophe Risk: A Clinical Examination (1999)Should I Use Fixed or Random Effects? (2014)
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  • 2011Bayesian Stochastic Mortality Modelling for Two Populations230 cited
  • 2011Measuring Basis Risk in Longevity Hedges222 cited
  • 2014Geographies of Securitized Catastrophe Risk and the Implications of Climate Change49 cited
  • 2021Recent Challenges in Actuarial Science41 cited
  • 2022Catastrophe bond pricing in the primary market: The issuer effect and pricing factors18 cited
  • 2013HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS18 cited

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