DIGIBIB
Centro de Documentação

Tsai, Cary Chi-Liang

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Hedging mortality-longevity risks for multiple years
  • Lin, Tzuling
  • Artigos e Capítulos
  • Hedging mortality-longevity risks for multiple years

Age-specific copula-AR-GARCH mortalitiy models
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Applications of mortality durations and convexities in natural hedges
  • Lin, Tzuling
  • Artigos e Capítulos
  • Applications of mortality durations and convexities in natural hedges
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On the Mortality-longevity risk hedging with mortality immunization
  • Lin, Tzu-Ting
  • Artigos e Capítulos
  • On the Mortality-longevity risk hedging with mortality immunization

Actuarial applications of the linear hazard transform in mortality immunization

Ordering ruin probabilities resulting from layer-based claim amounts for surplus process...