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Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds
12 references·5 citing·35 second hop
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References

  • 2004Insurance: Mathematics and Economics1,308 cited
  • 2006A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration891 cited
  • 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States662 cited
  • 2001Survivor Bonds: Helping to Hedge Mortality Risk350 cited
  • 2011Mortality density forecasts: An analysis of six stochastic mortality models292 cited
  • 2006Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities273 cited
  • 2004The Cohort Effect: Insights and Explanations184 cited
  • 2010Evaluating the goodness of fit of stochastic mortality models132 cited
  • 2011Longevity Hedging 101131 cited
  • 2010Backtesting Stochastic Mortality Models118 cited
  • 2006Killing the Law of Large Numbers: Mortality Risk Premiums and the Sharpe Ratio78 cited
  • 2006The Importance of Year of Birth in Two-Dimensional Mortality Data78 cited

Cited by

  • 2019The Power of Standards56 cited
  • 2014Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy28 cited
  • 2017Do actuaries believe in longevity deceleration?

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15 cited
  • 2015MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE15 cited
  • 2018Longevity: A New Asset Class12 cited