References

• 2005Securitization of Mortality Risks in Life Annuities304 cited
• 2006Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities273 cited
• 2001Scenario generation and stochastic programming models for asset liability management256 cited
• 2011Measuring Basis Risk in Longevity Hedges222 cited
• 2009How Should Public Pension Plans Invest?153 cited
• 2007Securitization of catastrophe mortality risks102 cited
• 2006Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization101 cited
• 2001Asset/Liability Management for Pension Funds Using CVaR Constraints97 cited
• 2004Optimal risk management in defined benefit stochastic pension funds88 cited
• 2009Mortality risk modeling: Applications to insurance securitization87 cited
• 2011Mortality Regimes and Pricing83 cited
• 2011Modelling and management of longevity risk: Approximations to survivor functions and dynamic hedging50 cited
• 2006Mortality-dependent financial risk measures50 cited
• 2003Pension funding incorporating downside risks48 cited
• 1991Shortfall Risk and Pension Fund Asset Management44 cited