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North American actuarial journal-Tomo 15 Número 2 - 2011

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Artículos

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Publicación: North American actuarial journal

Número: Tomo 15 Número 2 - 2011

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Longevity risk and capital markets : the 2009-2010 update
Longevity hedging 101 : a framework for longevity basis risk analydis and hedge effectiveness
Measuring basis risk in longevity hedges	Siu-Hang Li, Johnny
Hedging longevity risk when interest rates are uncertain	Tsai, Jeffrey T.
Mortality-indexed annuities : managing longevity risk via product design	Richter, Andreas
A Computationally efficient algorithm for estimating the distribution of future annuitiy values under interest-rate and longevity risk	Dowd, Kevin
Human survival at older ages and the implications for longevity bond pricing	Mayhew, Leslie
Mortality regimes and pricing	Milidonis, Andreas
Explaining mortality dynamics : the role of macroeconomic fluctuations and cause of death trends	Hanewald, Katja
The Poisson log-bilinear Lee-Carter model : applications of efficient bottstrap methods to annuity analyses
A Gravity model of mortality rates for two related populations