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The Journal of risk and insurance-Volumen 80 Número 3 - septiembre 2013

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Artículos

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Publicación: The Journal of risk and insurance

Número: Volumen 80 Número 3 - septiembre 2013

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Longevity risk and capital markets : The 2011-2012 update	Blake, David
Coherent pricing of life settlements under asymmetric information	Zhu, Nan	p. 827-851
The New life market		p. 501-558
Informed intermediation of longevity exposures	Biffis, Enrico
Managing capital market and longevity risks in a defined benefit pension plan
Robust hedging of longevity risk	Cairns, Andrew J.G.
Lifecycle portfolio choice with systematic longevity risk and variable investment - Linked deferred annuities
The Life care annuity : A new empirical examination of an insurance innovation that addresses problems in the markets for life annuities and long-Term Care Insurance	Brown, Jason
Living with ambiguity : pricing mortality-linked securities with smooth ambiguity preferences
Pricing standardized mortality securitizations : A two-population model with transitory jump effects	Zhou, Rui
Mortality modeling with non-gaussian innovations and applications to the valuation of longevity swaps	Wang, Chou-Wen
Incorporating longevity risk and medical information into life settlement pricing