SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

On the mortality/longevity risk hedging with mortality immunization · Study

ArticleShelves

ArticleOn the mortality/longevity risk hedging with mortality immunization

Tzuling Lin2013

Article2013

On the mortality/longevity risk hedging with mortality immunization

Tzuling Lin · Cary Chi‐Liang Tsai

30 citations·0/0 files stored·Insurance Mathematics and Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Insurance, Mortality, Demography, Risk Management Insurance and Financial Risk Management Probability and Risk Models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 30 citations exist upstream.

References

1992Modeling and Forecasting U. S. Mortality 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt 2006A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration 1952Review of the Principles of Life-office Valuations 2001Survivor Bonds: Helping to Hedge Mortality Risk 2017Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies*2005Securitization of Mortality Risks in Life Annuities 2009On Stochastic Mortality Modeling

Cited by

2015Age-specific copula-AR-GARCH mortality models 2014Parametric mortality indexes: From index construction to hedging strategies 2014Applications of Mortality Durations and Convexities in Natural Hedges 2014A Linear Regression Approach to Modeling Mortality Rates of Different Forms 2017A Bühlmann Credibility Approach to Modeling Mortality Rates 2015On the effectiveness of natural hedging for insurance companies and pension plans

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2014Applications of Mortality Durations and Convexities in Natural Hedgesarticle · 16 shared references 2014Longevity Risk and Capital Markets: The 2012–2013 Updatearticle · 16 shared references 2014A Linear Regression Approach to Modeling Mortality Rates of Different Formsarticle · 15 shared references 2013The New Life Marketarticle · 13 shared references 2015Age-specific copula-AR-GARCH mortality modelsarticle · 11 shared references 2017A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGESarticle · 9 shared references

Details

Year2013

Typearticle

Published2013-08-22

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations30

Files0 public / 0

ShelfInsurance, Mortality, Demography, Risk Management

Identifiers

doi10.1016/j.insmatheco.2013.08.006

openalex_workW2032858882

Links

Imported from OpenAlex (CC0) — nothing here is generated.