Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655)

scientific article; zbMATH DE number 7055003

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English	Longevity Risk and Capital Markets: The 2012–2013 Update	scientific article; zbMATH DE number 7055003

Statements

instance of

scholarly article

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title

Longevity Risk and Capital Markets: The 2012–2013 Update (English)

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published in

North American Actuarial Journal

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publication date

15 May 2019

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/10920277.2014.883233

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cites work

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Affine processes for dynamic mortality and actuarial valuations

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Securitizing and tranching longevity exposures

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Stochastic mortality under measure changes

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Q3562659

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Natural Hedging of Life and Annuity Mortality Risks

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Valuation and hedging of life insurance liabilities with systematic mortality risk

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Modelling dependent data for longevity projections

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Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting

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An index for longevity risk transfer

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A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks

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A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions

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Optimal Annuity Risk Management*

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Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval

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Forecasting with the age-period-cohort model and the extended chain-ladder model

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Pricing longevity risk with the parametric bootstrap: a maximum entropy approach

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Identifiers

zbMATH Open document ID

1458.00030

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DOI

10.1080/10920277.2014.883233

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5742655