A Unified Framework for Insurance Demand and Mortality Immunization
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Publication:6583016
DOI10.1080/10920277.2023.2218465zbMATH Open1548.91092MaRDI QIDQ6583016
Publication date: 5 August 2024
Published in: North American Actuarial Journal (Search for Journal in Brave)
Cites Work
- Delta-gamma hedging of mortality and interest rate risk
- On the optimal product mix in life insurance companies using conditional value at risk
- Annuitization and asset allocation
- Dynamic asset allocation when bequests are luxury goods
- On the mortality/longevity risk hedging with mortality immunization
- Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time
- Actuarial applications of the linear hazard transform in mortality immunization
- Optimal life insurance and annuity demand under hyperbolic discounting when bequests are luxury goods
- Prospect theory and asset prices
- On the Stability of the Competitive Equilibrium, I
- Some Remarks on the Equilibria of Economic Systems
- On the Stability of the Competitive Equilibrium, II
- Myopic Loss Aversion and the Equity Premium Puzzle
- Natural Hedging of Life and Annuity Mortality Risks
- Applications of Mortality Durations and Convexities in Natural Hedges
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