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Uncertainty in mortality projections: an actuarial perspective · Study

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ArticleUncertainty in mortality projections: an actuarial perspective

Annamaria Olivieri2001

Article2001

Uncertainty in mortality projections: an actuarial perspective

Annamaria Olivieri

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

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

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2006After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures 2005The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case 2007Longevity risk in portfolios of pension annuities 2002Measuring the longevity risk in mortality projections 2005The fair value of guaranteed annuity options 2006Killing the Law of Large Numbers: Mortality Risk Premiums and the Sharpe Ratio 2006To Hedge or Not to Hedge: Managing Demographic Risk in Life Insurance Companies 2008Longevity risk and the Grim Reaper’s toxic tail: The survivor fan charts

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Year2001

Typearticle

Published2001-10-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations130

Files0 public / 0

ShelfInsurance, Mortality, Demography, Risk Management

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doi10.1016/s0167-6687(01)00084-1

openalex_workW2086947602

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