Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices

DOI10.1080/10920277.2019.1651656zbMath1467.91140OpenAlexW2990479673WikidataQ126745298 ScholiaQ126745298MaRDI QIDQ4987097

Qiheng Guo, Daniel J. Bauer

Publication date: 28 April 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2019.1651656

zbMATH Keywords

life insurancegeneralised method of momentsstochastic mortality

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (1)

Longevity risk and capital markets: the 2019--20 update

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
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• Cause-of-death mortality: what can be learned from population dynamics?
• On the effectiveness of natural hedging for insurance companies and pension plans
• The Estimation of Economic Relationships using Instrumental Variables
• Hypothesis Testing with Efficient Method of Moments Estimation
• Transform Analysis and Asset Pricing for Affine Jump-diffusions
• INTERNATIONAL CAUSE-SPECIFIC MORTALITY RATES: NEW INSIGHTS FROM A COINTEGRATION ANALYSIS
• Natural Hedging of Life and Annuity Mortality Risks

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