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NATURAL HEDGING IN LONG-TERM CARE INSURANCE
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NATURAL HEDGING IN LONG-TERM CARE INSURANCE (2017)NATURAL HEDGING IN LONG-TERM CARE INSURAN…Actuarial Models for Disability Insurance (2018)Actuarial Models for Disabili…On the effectiveness of natural hedging for insurance companies and pension plans (2015)On the effectiveness of natur…A Cautionary Note on Natural Hedging of Longevity Risk (2014)A Cautionary Note on Natural …Managing longevity and disability risks in life annuities with long term care (2012)Managing longevity and disabi…One-year Value-at-Risk for longevity and mortality (2011)One-year Value-at-Risk for lo…Mortality density forecasts: An analysis of six stochastic mortality models (2011)Mortality density forecasts: …Measuring Basis Risk in Longevity Hedges (2011)Measuring Basis Risk in Longe…An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach (2009)An Optimal Product Mix for He…A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009)A Quantitative Comparison of …An analysis of disability - linked annuities (2007)An analysis of disability - l…A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)A Two‐Factor Model for Stocha…Bootstrapping the Poisson log-bilinear model for mortality forecasting (2005)Bootstrapping the Poisson log…Actuarial Models for Disability Insurance (2000)Actuarial Models for Disabili…Modeling and Forecasting U. S. Mortality (1992)Modeling and Forecasting U. S…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A Gravity Model of Mortality Rates for Two Related Populations (2011)Longevity Hedging 101 (2011)On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England (2014)The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications (2000)A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)A Bayesian forecasting model: predicting U.S. male mortality (2006)Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee‐Carter Framework (2007)Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach (2009)Actuarial Mathematics. (1986)Explaining Mortality Dynamics (2011)The New Life Market (2013)On the Structure and Classification of Mortality Models (2015)Time Series Analysis: Forecasting and Control (1977)Modelling and management of longevity risk: Approximations to survivor functions and dynamic hedging (2011)A Value-at-Risk framework for longevity trend risk (2013)MODELING THE MORTALITY TREND UNDER MODERN SOLVENCY REGIMES (2013)A cohort-based extension to the Lee–Carter model for mortality reduction factors (2006)Modelling and management of mortality risk: a review (2008)Bayesian Stochastic Mortality Modelling for Two Populations (2011)Broken Limits to Life Expectancy (2002)Projections of Global Mortality and Burden of Disease from 2002 to 2030 (2006)Forecasting life expectancy, years of life lost, and all-cause and cause-specific mortality for 250 causes of death: reference and alternative scenarios for 2016–40 for 195 countries and territories (2018)A Multi-State Model of Disability for the United Kingdom: Implications for Future Need for Long-Term Care for the Elderly (2002)Multistate models in health insurance (2012)Multistate Actuarial Models of Functional Disability (2015)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)On Stochastic Mortality Modeling (2009)Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models (2012)Non-life rate-making with Bayesian GAMs (2004)
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References

  • 1992Modeling and Forecasting U. S. Mortality2,311 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
  • 2011Mortality density forecasts: An analysis of six stochastic mortality models292 cited
  • 2011Measuring Basis Risk in Longevity Hedges222 cited
  • 2005Bootstrapping the Poisson log-bilinear model for mortality forecasting170 cited
  • 2018Actuarial Models for Disability Insurance170 cited
  • 2000Actuarial Models for Disability Insurance126 cited
  • 2009An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach102 cited
  • 2011One-year Value-at-Risk for longevity and mortality60 cited
  • 2012Managing longevity and disability risks in life annuities with long term care48 cited
  • 2014A Cautionary Note on Natural Hedging of Longevity Risk29 cited
  • 2007An analysis of disability - linked annuities22 cited
  • 2015On the effectiveness of natural hedging for insurance companies and pension plans15 cited

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