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Insurance : mathematics and economics-Volumen 63 - julio 2015

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Artículos

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Publicación: Insurance : mathematics and economics

Número: Volumen 63 - julio 2015

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Longevity risk and capital markets: the 2013-14 update	Tan, K.S.
Modeling longevity bonds: analysing the Swiss Re Kortis bond	Hunt, A.
Modeling multi-country mortality dependence and its application in princig survivor index swaps-a dynamic copula approach	Wang, Chou-Wen	p. 30-39
A New defined benefit pension risk measurement methodology	Ai, Jing	p. 40-51
De-risking defined benefit plans	Lin, Y.
Swiss coherent mortality model as a basis for develping longevity de-risking solutions for Swiss pension funds: A practical approach	Wan, C.
Reverse mortgage rpincing and risk analysis allowing for indiosyncratic house price risk and longevity risk	Shao, A.W.
Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
Mortality modelling with regime-switching for the valuation of a guaranteed annuity option
A Step-by-step guide to building two-population stochastic mortality models	Li, J.S.-H.
Multi-population mortality models : a factor copula approach	Chen, Huan	p. 135-146
A Common age effect model for the mortality of multiple populations	Kleinow, T.
The Choice of sample size for mortality forecasting : a Bayesian learning approach	Li, H.
Prospective mortality tables: taking heterogeneity into account	Tomas, J.
Love and death: a Freund model with frailty	Gourieroux, C.