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The Joint Mortality of Couples in Continuous Time
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The Joint Mortality of Couples in Continuous Time (2016)The Joint Mortality of Couples in Continu…Term-Structure Models: A Graduate Course (2009)Term-Structure Models: A Grad…Term-Structure Models (2009)Term-Structure ModelsMortality risk via affine stochastic intensities: calibration and empirical relevance (2008)Mortality risk via affine sto…Modelling stochastic mortality for dependent lives (2008)Modelling stochastic mortalit…Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)Pricing Death: Frameworks for…Affine stochastic mortality (2005)Affine stochastic mortalityAffine processes for dynamic mortality and actuarial valuations (2005)Affine processes for dynamic …Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (2004)Stochastic mortality in life …Monte Carlo Methods in Financial Engineering (2003)Monte Carlo Methods in Financ…Mortality derivatives and the option to annuitise (2001)Mortality derivatives and the…Bivariate Survival Models for Coupled Lives (2000)Bivariate Survival Models for…Understanding Relationships Using Copulas (1998)Understanding Relationships U…Annuity Valuation with Dependent Mortality (1996)Annuity Valuation with Depend…Death after marital bereavement‐is the risk increased? (1991)Death after marital bereaveme…Actuarial Mathematics. (1986)Actuarial Mathematics.Broken Heart: A Statistical Study of Increased Mortality among Widowers (1969)Broken Heart: A Statistical S…An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities (2006)Longevity Bonds: Financial Engineering, Valuation, and Hedging (2006)Valuation and hedging of life insurance liabilities with systematic mortality risk (2006)Dynamic Asset Pricing Theory. (1993)Brownian Motion and Stochastic Calculus (2007)On Stochastic Mortality Modeling (2009)Numerical solution of stochastic differential equations (2016)Principles of Preventive Psychiatry (1965)Relationships as Regulators: A Psychobiologic Perspective on Bereavement* (1984)Long-term effects of losing a spouse or child in a motor vehicle crash. (1987)Mortality after bereavement: a prospective study of 95,647 widowed persons. (1987)Regression Towards Mediocrity in Hereditary Stature. (1886)A distribution-free approach to inducing rank correlation among input variables (1982)The Asymptotic Theory of Extreme Order Statistics (1990)On Default Correlation (2000)Copula Modeling: An Introduction for Practitioners (2007)Goodness-of-fit tests for copulas: A review and a power study (2007)The Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)Correlations and Copulas for Decision and Risk Analysis (1999)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Annuitization and asset allocation (2007)Pricing Interest-Rate-Derivative Securities (1990)“Options, Futures, and Other Derivatives” (2016)Machine Learning for Financial Risk Management: A Survey (2020)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Non Mean Reverting Affine Processes for Stochastic Mortality (2005)On the pricing of longevity-linked securities (2009)Multilevel Monte Carlo Path Simulation (2008)Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2013)Simulation Modeling and Analysis (2016)Controlled diffusion models for optimal dividend pay-out (1997)Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift (2005)Affine processes on positive semidefinite matrices (2011)The Term Structure of Interbank Risk (2012)Numerical Solution of Stochastic Differential Equations (2016)
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References

  • 2003Monte Carlo Methods in Financial Engineering3,818 cited
  • 1998Understanding Relationships Using Copulas1,258 cited
  • 1969Broken Heart: A Statistical Study of Increased Mortality among Widowers625 cited
  • 1986Actuarial Mathematics.623 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
  • 2009Term-Structure Models300 cited
  • 1996Annuity Valuation with Dependent Mortality256 cited
  • 2009Term-Structure Models: A Graduate Course221 cited
  • 2005Affine stochastic mortality192 cited
  • 2000Bivariate Survival Models for Coupled Lives106 cited
  • 2008Modelling stochastic mortality for dependent lives105 cited
  • 1991Death after marital bereavement‐is the risk increased?96 cited
  • 2008Mortality risk via affine stochastic intensities: calibration and empirical relevance

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