Geneva papers on risk and insurance : issues and practice-Tomo 36 Número 4 - 2011
Publicación: Geneva papers on risk and insurance : issues and practice
Número: Tomo 36 Número 4 - 2011
Tipo: Normal
Derechos: InC
| Título | Autor | Páginas |
|---|---|---|
| Longevity risk and capital markets : the 2010-2011 update | p. 489-500 | |
| Longevity risk from the perspective of the ILS markets | Lane, Morton | p. 501-515 |
| Longevity risk in fair valuing level 3 assets in securitised portfolios | Macrae Mazonas, Peter | p. 516-543 |
| Securitisation of crossover risk in reverse mortgages | Huang, Hong-Chih | p. 622-647 |
| A Quantitative comparison of the Lee-Carter model under different types of non-Gaussian Innovations | Wang, Chou-Wen | p. 675-696 |
| Economic pricing of mortality-linked securities in the presence of population basis risk | Zhou, Rui | p. 544-566 |
| Applications of forward mortality factor models in life insurance practice | Zhu, Nan | p. 567-594 |
| Modelling mortality with common stochastic long-run trends | Gaille, Séverine | p. 595-621 |
| Using reverse mortgages to hedge longevity and financial risks for life insurers : a generalised immunisation approach | Wang, Jennifer L. | p. 697-717 |