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North American actuarial journal-Tomo 18 Número 1 - 2014

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Artículos

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Publicación: North American actuarial journal

Número: Tomo 18 Número 1 - 2014

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Longevity risk and capital markets : the 2012-2013 update		p. 1-13
Keeping some skin in the game : how to start a capital market in longevity risk transfers	Biffis, Enrico
Modeling and pricing longevity derivatives using stochastic mortality rates and the esscher transform	Chuang, Shuo-Li
The CBD mortality indexes : modeling and applications	Chan, Wai-Sum
Systematic and nonsystematic mortality risk in pension portfolios	Aro, Helena
Downside risk management of a defined benefit plan considering longevity basis risk		p. 68-86
Measuring the impact of longevity risk on pension systems : the case of Italy	Bisetti, Emilio	p. 87-103
A Cautionary note on natural hedging of longevity risk	Zhu, Nan
A General procedure for constructing mortality models	Hunt, Andrew
Detecting common longevity trends by a multiple population approach
Modeling period effects in multi-population mortality models : applications to Solvency II		p. 150-167
On the Modeling and forecasting of socioeconomic mortality differentials : an application to deprivation and mortality in England	Villegas, Andres M.
Gender convergence in human survival and the postponement of death	Mayhew, Les
Developing equity release markets : risk analysis for reverse mortgages and home reversions
A Bayesian multivariate risk-neutral method for pricing reverse mortgages	Kogure, Atsuyuki
Sharing longevity risk : why governments should issue longevity bonds	Blake, David