scientific article

zbMath1271.91001MaRDI QIDQ2842207

David C. M. Dickson, Mary R. Hardy, Howard R. Waters

Publication date: 13 August 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) Mathematical geography and demography (91D20) Corporate finance (dividends, real options, etc.) (91G50) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Financial and insurance mathematics (aspects of mathematics education) (97M30)

Related Items (29)

Epidemic Compartmental Models and Their Insurance Applications ⋮ The role of the dependence between mortality and interest rates when pricing guaranteed annuity options ⋮ The joint impact of fertility and unemployment on the level of state-aided pensions ⋮ Optimal investment strategies and intergenerational risk sharing for target benefit pension plans ⋮ LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION ⋮ Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk ⋮ Dynamic optimal adjustment policies of hybrid pension plans ⋮ Approximating Symmetric Distributions via Sampling and Coefficient of Variation ⋮ Modern tontine with bequest: innovation in pooled annuity products ⋮ Semi-Markov modeling for cancer insurance ⋮ Updating Bonus–Malus Indexing Mechanism to Adjust Long-Term Health Insurance Premiums ⋮ A note on order statistics in the mixed Erlang case ⋮ Updating mechanism for lifelong insurance contracts subject to medical inflation ⋮ Optimal DB-PAYGO pension management towards a habitual contribution rate ⋮ Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods ⋮ Impact of Flexible Periodic Premiums on Variable Annuity Guarantees ⋮ Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness under Model Risk ⋮ Construction of multiple decrement tables under generalized fractional age assumptions ⋮ The Annuity Puzzle and an Outline of Its Solution ⋮ Mortality modeling and regression with matrix distributions ⋮ Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans ⋮ A General Semi-Markov Model for Coupled Lifetimes ⋮ Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan ⋮ Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances ⋮ DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS ⋮ Optimal contribution rate of PAYGO pension ⋮ A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates ⋮ Survival analysis of pension scheme mortality when data are missing ⋮ On the Gompertz-Makeham law: a useful mortality model to deal with human mortality

This page was built for publication: