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Actuarial mathematics - Actuarial Mathematics by Bowers, Hickman, Gerber, Jones and Nesbitt [Published in 1986 by The Society of Actuaries]
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Actuarial mathematics - Actuarial Mathematics by Bowers, Hickman, Gerber, Jones and Nesbitt [Published in 1986 by The Society of Actuaries] (1987)Actuarial mathematics - Actuarial Mathema…An approach to the study of multiple state models (1984)An approach to the study of m…Insurance Pricing and Reserving with the Temperature-Related Mortality Model (2017)Insurance Pricing and Reservi…Multiple Risk Factor Dependence Structures: Copulas and Related Properties (2016)Multiple Risk Factor Dependen…Mortality Effects of Temperature Changes in the United Kingdom (2016)Mortality Effects of Temperat…Modelling cause-of-death mortality and the impact of cause-elimination (2014)Modelling cause-of-death mort…Mortality of Disabled People (2012)Mortality of Disabled PeopleLifetime investment and consumption using a defined-contribution pension scheme (2012)Lifetime investment and consu…Longevity Risk Management in Singapore's National Pension System (2010)Longevity Risk Management in …Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities (2009)Valuation of Mortality Risk v…Affine processes for dynamic mortality and actuarial valuations (2005)Affine processes for dynamic …A Note on Stochastic Survival Probabilities and Their Calibration (2005)A Note on Stochastic Survival…Pricing and hedging guaranteed annuity options via static option replication (2003)Pricing and hedging guarantee…The Real Option to Delay Annuitization: It's Not Now-or-Never (2001)The Real Option to Delay Annu…On Default Correlation (2000)On Default CorrelationUncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Optimum consumption and portfolio rules in a continuous-time model (1971)The Pricing of Options and Corporate Liabilities (1973)Rare events and annuity market participation (2007)Optimal consumption and allocation in variable annuities with Guaranteed Minimum Death Benefits (2012)When saving is not enough – wealth decumulation in retirement (2021)Risk Aversion in the Small and in the Large (1964)Coherent Measures of Risk (1999)Brownian Motion and Stochastic Calculus (2007)The role of the dependence between mortality and interest rates when pricing Guaranteed Annuity Options (2016)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)An Introduction to Copulas (1999)Credit Risk: Modeling, Valuation and Hedging (2004)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Forecasting: theory and practice (2022)The Analysis of Mortality and Other Actuarial Statistics. (1971)The Analysis of Mortality and other Actuarial Statistics. (1972)Multidimensional Mathematical Demography (1982)On Pricing and Hedging the No-Negative-Equity Guarantee in Equity Release Mechanisms (2009)Modelling Mortality with Actuarial Applications (2018)Actuarial Mathematics for Life Contingent Risks (2019)Limit Theorems for Stochastic Processes (2003)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Exploring the Principle of Multi-Dimensional Risk Analysis and a Case Study in Two-Dimensional Risk (2025)Parsimonious Modeling of Yield Curves (1987)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)An Analysis of the Guaranteed Withdrawal Benefits for Life Option (2008)Variable Annuities (2008)New Evidence on the Money's Worth of Individual Annuities (1999)Selection Effects in the United Kingdom Individual Annuities Market (2002)Adverse Selection in Insurance Markets: Policyholder Evidence from the U.K. Annuity Market (2004)Trust and Retirement Preparedness: Evidence from Singapore (2019)Unintended consequences of minimum annuity laws: An experimental study (2019)What Do We Know About Annuitization Decisions? (2019)A Theory of the Term Structure of Interest Rates (1985)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)Modelling and management of mortality risk: a review (2008)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)THE EXTENDED MRP MODEL FOR THE EVALUATION AND FINANCING OF SUPERANNUATION SCHEMES IN A SUPPLY CHAIN (2014)The age pattern of mortality (1980)Modeling and Forecasting U. S. Mortality (1992)Modeling causes of death: an integrated approach using CODEm (2012)Modeling cause-of-death mortality using hierarchical Archimedean copula (2018)A forecast reconciliation approach to cause-of-death mortality modeling (2019)Still living with mortality: the longevity risk transfer market after one decade (2019)
this work references cited by second hop

References

  • 1984An approach to the study of multiple state models96 cited

Cited by

  • 2000On Default Correlation1,465 cited
  • 2005Affine processes for dynamic mortality and actuarial valuations354 cited
  • 2010Longevity Risk Management in Singapore's National Pension System43 cited
  • 2014Modelling cause-of-death mortality and the impact of cause-elimination37 cited
  • 2003Pricing and hedging guaranteed annuity options via static option replication31 cited
  • 2012Lifetime investment and consumption using a defined-contribution pension scheme27 cited
  • 2001The Real Option to Delay Annuitization: It's Not Now-or-Never25 cited
  • 2016Multiple Risk Factor Dependence Structures: Copulas and Related Properties21 cited
  • 2009Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities21 cited
  • 2016Mortality Effects of Temperature Changes in the United Kingdom19 cited
  • 2005A Note on Stochastic Survival Probabilities and Their Calibration11 cited
  • 2012Mortality of Disabled People8 cited
  • 2017Insurance Pricing and Reserving with the Temperature-Related Mortality Model7 cited

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