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

Mortality risk modeling: Applications to insurance securitization · Study

ArticleShelves

ArticleMortality risk modeling: Applications to insurance securitization

Samuel H. Cox2009

OA

Articlegreen2009

Mortality risk modeling: Applications to insurance securitization

Samuel H. Cox · Yijia Lin · Hal Petersen

87 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 Stochastic processes and financial applications 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 — 87 citations exist upstream.

References

1992Modeling and Forecasting U. S. Mortality 2002Inequality Among World Citizens: 1820–1992 2000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications 2005Affine processes for dynamic mortality and actuarial valuations 2001Survivor Bonds: Helping to Hedge Mortality Risk 2004Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts 2006Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk 2001Mortality derivatives and the option to annuitise

Cited by

2013The New Life Market 2011Mortality Regimes and Pricing 2012Longevity/Mortality Risk Modeling and Securities Pricing 2013Pricing Standardized Mortality Securitizations: A Two‐Population Model With Transitory Jump Effects 2009Longevity bond premiums: The extreme value approach and risk cubic pricing 2015De-risking defined benefit plans

Related works

Explore the map →

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

2009An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approacharticle · 10 shared references 2013The New Life Marketarticle · 9 shared references 2009Modeling Mortality With Jumps: Applications to Mortality Securitizationarticle · 8 shared references 2009Stochastic mortality under measure changesarticle · 8 shared references 2009Securitization, structuring and pricing of longevity riskarticle · 8 shared references 2012Longevity bond pricing under stochastic interest rate and mortality with regime-switchingarticle · 8 shared references

Details

Year2009

Typearticle

Published2009-10-09

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations87

Files0 public / 0

ShelfInsurance, Mortality, Demography, Risk Management

Identifiers

doi10.1016/j.insmatheco.2009.09.012

openalex_workW2083569754

Links

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

2016It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events

2012Pricing Mortality Securities With Correlated Mortality Indexes