References

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• 2006A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration891 cited
• 2002A Poisson log-bilinear regression approach to the construction of projected lifetables727 cited
• 2004Option Pricing Under a Double Exponential Jump Diffusion Model654 cited
• 2005Affine processes for dynamic mortality and actuarial valuations354 cited
• 2004Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts344 cited
• 2006Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk344 cited
• 2001Mortality derivatives and the option to annuitise314 cited
• 2005Securitization of Mortality Risks in Life Annuities304 cited
• 2005Securitization of Life Insurance Assets and Liabilities217 cited
• 2005Affine stochastic mortality192 cited
• 2002Pricing and capital allocation in catastrophe insurance185 cited
• 2006Longevity Bonds: Financial Engineering, Valuation, and Hedging179 cited
• 2002Pricing Default‐Risky CAT Bonds With Moral Hazard and Basis Risk175 cited
• 2007Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee‐Carter Framework