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The Negative Impact of COVID-19 on Life Insurers
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The Negative Impact of COVID-19 on Life Insurers (2021)The Negative Impact of COVID-19 on Life I…Impact of COVID-19 Pandemic in Public Mental Health: An Extensive Narrative Review (2021)Impact of COVID-19 Pandemic i…The mental health effects of the first two months of lockdown and social distancing during the Covid-19 pandemic in the UK (2020)The mental health effects of …Intersecting U.S. Epidemics: COVID-19 and Lack of Health Insurance (2020)Intersecting U.S. Epidemics: …Mortality Regimes and Pricing (2011)Mortality Regimes and PricingMortality risk modeling: Applications to insurance securitization (2009)Mortality risk modeling: Appl…Modeling Mortality With Jumps: Applications to Mortality Securitization (2009)Modeling Mortality With Jumps…Longevity Bonds: Financial Engineering, Valuation, and Hedging (2006)Longevity Bonds: Financial En…Affine processes for dynamic mortality and actuarial valuations (2005)Affine processes for dynamic …A THEORY OF THE TERM STRUCTURE OF INTEREST RATES (2005)A THEORY OF THE TERM STRUCTUR…Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (2004)Stochastic mortality in life …Mortality derivatives and the option to annuitise (2001)Mortality derivatives and the…The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications (2000)The Lee-Carter Method for For…A universal pattern of mortality decline in the G7 countries (2000)A universal pattern of mortal…The Modelling of Recent Mortality Trends in United Kingdom Male Assured Lives (1996)The Modelling of Recent Morta…Modeling and Forecasting U. S. Mortality (1992)Modeling and Forecasting U. S…An equilibrium characterization of the term structure (1977)An equilibrium characterizati…The Modern Rise of Population (1977)Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality (2001)Grandmothers and the evolution of human longevity (2003)Mortality Modelling and Forecasting: a Review of Methods (2008)Premium Calculation by Transforming the Layer Premium Density (1996)Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach (1998)A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (2006)On the pricing of longevity-linked securities (2009)Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities (2013)Regional Model Life Tables and Stable Populations (1983)Lee–Carter mortality forecasting with age-specific enhancement (2003)Demographic forecasting: 1980 to 2005 in review (2006)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)American Economic Review (2019)Dynamic Asset Pricing Theory. (1993)Brownian Motion and Stochastic Calculus (2007)On Stochastic Mortality Modeling (2009)Numerical solution of stochastic differential equations (2016)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Loneliness, physical activity, and mental health during COVID-19: a longitudinal analysis of depression and anxiety in adults over the age of 50 between 2015 and 2020 (2020)Multidisciplinary research priorities for the COVID-19 pandemic: a call for action for mental health science (2020)The mental health impact of COVID-19 and lockdown-related stressors among adults in the UK (2020)Gender differences in unpaid care work and psychological distress in the UK Covid-19 lockdown (2021)A Theory of the Term Structure of Interest Rates (1985)Pricing Interest-Rate-Derivative Securities (1990)Affine stochastic mortality (2005)Valuation and hedging of life insurance liabilities with systematic mortality risk (2006)“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)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)Futures markets and commodity options: Hedging and optimality in incomplete markets (1984)A Simple Econometric Approach for Utility-Based Asset Pricing Models (1985)Contingent Capital: The Case of COERCs (2014)
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References

  • 1977An equilibrium characterization of the term structure6,104 cited
  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 2000A universal pattern of mortality decline in the G7 countries532 cited
  • 2000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications411 cited
  • 2005Affine processes for dynamic mortality and actuarial valuations354 cited
  • 2004Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts344 cited
  • 2001Mortality derivatives and the option to annuitise314 cited
  • 2020The mental health effects of the first two months of lockdown and social distancing during the Covid-19 pandemic in the UK215 cited
  • 2006Longevity Bonds: Financial Engineering, Valuation, and Hedging179 cited
  • 2005A THEORY OF THE TERM STRUCTURE OF INTEREST RATES153 cited
  • 2020Intersecting U.S. Epidemics: COVID-19 and Lack of Health Insurance144 cited
  • 2009Modeling Mortality With Jumps: Applications to Mortality Securitization124 cited
  • 2021Impact of COVID-19 Pandemic in Public Mental Health: An Extensive Narrative Review101 cited
  • 2009Mortality risk modeling: Applications to insurance securitization87 cited
  • 2011

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Mortality Regimes and Pricing
83 cited
  • 1996The Modelling of Recent Mortality Trends in United Kingdom Male Assured Lives82 cited
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