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On the mortality/longevity risk hedging with mortality immunization

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References

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2009Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach155 cited

Cited by

2015Age-specific copula-AR-GARCH mortality models26 cited
2014Parametric mortality indexes: From index construction to hedging strategies23 cited
2014Applications of Mortality Durations and Convexities in Natural Hedges23 cited
2014A Linear Regression Approach to Modeling Mortality Rates of Different Forms20 cited
2017A Bühlmann Credibility Approach to Modeling Mortality Rates19 cited
2015On the effectiveness of natural hedging for insurance companies and pension plans15 cited