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The Journal of risk and insurance-Volumen 84 Número S1 - abril 2017

Details
Articles

Publication: The Journal of risk and insurance

Number: Volumen 84 Número S1 - abril 2017

Type: Normal

Rights: InC

Title	Author	Pages
On The failure (success) of the markets for longevity risk transfer	MacMinn, Richard D.	p. 299-317
Health State transitions and longevity effects on retirees' optimal annuitization		p. 319-343
Pension risk management in the enterprise risk management framework		p. 345-365
Pricing buy-ins and buy-outs	Lin, Yijia	p. 367-392
Mortality dependence and longevity bond pricing : a dynamic factor copula mortality model with the GAS structure	Chen, Hua	p. 393-415
Dynarnic longevity hedging in the presence of population basis risk : a feasibility analysis from technical and economic perspectives	Zhou, Kenneth Q.	p. 417-437
Hedging longevity risk in life settlements using biomedical research-backed obligations	MacMinn, Richard D.	p. 439-458
Robust mean-variance hedging of longevity risk	Li, Hong	p. 459-475
Modeling multicountry longevity risk with mortality dependence : a Lévy subordinated hierarchical archimedean copulas approach	Zhu, Wenjun	p. 477-493
Mortality leads and lags	Milidonis, Andreas	p. 495-514
The Cross-section of Asia-Pacific mortality dynamics : implications for longevity risk sharing	Biffis, Enrico	p. 515-532