enricopower's library 92 articles Export

	THE MODELLING OF EXTREME EVENTS [My Copy] British Actuarial Journal, Vol. 11, No. 3. (2005), pp. 519-557. by D. E. A. Sanders posted to evt by enricopower on 2009-11-19 13:27:16 as
	Modeling Mortality With Jumps: Applications to Mortality Securitization [My Copy] Journal of Risk and Insurance, Vol. 76, No. 3. (2009), pp. 727-751. by Hua Chen, Samuel H. Cox posted to stochastic-mortality lee-carter jump-effect by enricopower on 2009-11-19 12:12:52 as
	Smoothing and forecasting mortality rates [My Copy] Statistical Modelling, Vol. 4, No. 4. (1 December 2004), pp. 279-298. by Iain D. Currie, Maria Durban, Paul H. C. Eilers posted to stochastic-mortality p-spline by enricopower on 2009-11-19 12:08:40 as
	Evaluating and extending the Lee–Carter model for mortality forecasting: Bootstrap confidence interval [My Copy] Insurance: Mathematics and Economics, Vol. 38, No. 1. (24 February 2006), pp. 1-20. by M. Koissi, A. Shapiro, G. Hognas posted to stochastic-mortality mortality-risk lee-carter by enricopower on 2009-11-19 12:04:45 as
	IS MORTALITY DEAD? STOCHASTIC FORWARD FORCE OF MORTALITY RATE DETERMINED BY NO ARBITRAGE [My Copy] by Kristian R. Miltersen, N. Svein-Arne Persso posted to stochastic-mortality longevity-risk forward-force by enricopower on 2009-11-19 12:03:09 as
	Longevity bond premiums: The extreme value approach and risk cubic pricing [My Copy] Insurance: Mathematics and Economics (26 September 2009) by Hua Chen, J. David Cummins posted to stochastic-mortality longevity-risk evt by enricopower on 2009-11-19 09:39:39 as
	Quadratic stochastic intensity and prospective mortality tables [My Copy] Insurance: Mathematics and Economics, Vol. 43, No. 1. (August 2008), pp. 174-184. by C. Gourieroux, A. Monfort posted to affine-models by enricopower on 2009-09-23 16:33:31 as
	Heath–Jarrow–Morton modelling of longevity bonds and the risk minimization of life insurance portfolios [My Copy] Insurance: Mathematics and Economics, Vol. 43, No. 1. (August 2008), pp. 41-55. by J. Barbarin posted to hjm by enricopower on 2009-09-23 16:32:13 as
	A cohort-based extension to the Lee–Carter model for mortality reduction factors [My Copy] Insurance: Mathematics and Economics, Vol. 38, No. 3. (15 June 2006), pp. 556-570. by A. Renshaw, S. Haberman posted to lee-carter by enricopower on 2009-07-25 15:12:37 as
	Modeling and Forecasting U. S. Mortality [My Copy] Journal of the American Statistical Association, Vol. 87, No. 419. (1992), pp. 659-671. by Ronald D. Lee, Lawrence R. Carter posted to lee-carter by enricopower on 2009-07-25 14:37:12 as along with 1 person rafnsi
	Longevity: A market in the making [My Copy] J.P. Morgan Global Market Strategy by J. Loeys, N. Panigirtzoglou, R. Ribeiro posted to longevity-index longevity-risk mortality-risk by enricopower on 2009-03-23 13:31:57 as
	The Birth of the Life Market [My Copy] by David Blake, Andrew Cairns, Kevin Dowd posted to longevity-risk mortality-risk by enricopower on 2009-03-23 13:29:02 as
	Mortality-Linked Securities and Derivatives [My Copy] Social Science Research Network Working Paper Series (11 February 2009) by Enrico Biffis, David P. Blake posted to longevity-risk mortality-bonds mortality-risk securities by enricopower on 2009-03-23 13:26:11 as
	Success and Failure of Agricultural Futures Contracts [My Copy] Social Science Research Network Working Paper Series (22 August 1998) by B. W. Brorsen, N'zue F. Fofana posted to futures by enricopower on 2009-02-26 10:48:09 as
	The Determinants of Successful Financial Innovation: an Empirical Analysis of Futures Innovation on LIFFE [My Copy] Social Science Research Network Working Paper Series (01 September 1998) by Jo Corkish, Allison M. Holland, Vila posted to futures by enricopower on 2009-02-26 10:41:34 as along with 1 person Garren
	Futures markets: Their purpose, their history, their growth, their successes and failures [My Copy] Journal of Futures Markets, Vol. 4, No. 3. (1984), pp. 237-271. by Dennis W. Carlton posted to futures by enricopower on 2009-02-26 10:32:30 as along with 2 people Scis0000002 le-gal
	Pension Finance [My Copy] (20 October 2006) by David Blake posted to incomplete-markets insurance longevity-bond longevity-index longevity-risk market-price mortality-bonds mortality-options mortality-risk pension-plan by enricopower on 2009-02-23 09:32:54 as
	Pensionmetrics 2: stochastic pension plan design during the distribution phase [My Copy] Insurance: Mathematics and Economics, Vol. 33, No. 1. (08 August 2003), pp. 29-47. by D. Blake, A. J. G. Cairns, K. Dowd posted to pension-plan stochastic-mortality by enricopower on 2009-02-02 09:46:28 as
	Versicherungstip ELAS [My Copy] posted to elas by enricopower on 2009-01-30 09:47:16 as
	Statistical Analysis of Extreme Values: With Applications to Insurance, Finance, Hydrology and Other Fields [My Copy] (21 June 2007) by Rolf D. Reiss, Michael Thomas posted to evt insurance market-price rare-event by enricopower on 2008-12-27 13:11:31 as
	Approaches and experiences in projecting mortality patterns for the oldest-old [My Copy] North American Actuarial Journal (2002) by Thomas Buettner posted to estimation-method lee-carter periodensterbetafel sterbetafel by enricopower on 2008-12-27 13:01:24 as
	On Pricing and Hedging the No-Negative-Equity-Guarantee in Equity Release Mechanisms [My Copy] (2007) by Siu H. Li, Mary Hardy, Ken S. Tan posted to incomplete-markets by enricopower on 2008-12-27 12:52:38 as
	Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization [My Copy] Journal of Risk & Insurance, Vol. 73, No. 4. (December 2006), pp. 719-736. by Cox, H. Samuel, Lin, Yijia, Wang, Shaun posted to jump-effect mortality-risk stochastic-mortality by enricopower on 2008-12-23 20:02:48 as
	Affine processes for dynamic mortality and actuarial valuations [My Copy] Insurance: Mathematics and Economics, Vol. 37, No. 3. (16 December 2005), pp. 443-468. by E. Biffis posted to affine-models market-price mortality-risk stochastic-mortality by enricopower on 2008-12-23 19:50:36 as
	Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee-Carter Framework [My Copy] Journal of Risk & Insurance, Vol. 74, No. 1. (March 2007), pp. 87-113. by Denuit, Michel, Devolder, Pierre, Goderniaux, Anne Cecile posted to lee-carter mortality-bonds mortality-options mortality-risk wang-transform by enricopower on 2008-12-22 20:25:42 as along with 1 person bimbo
	The basis risk of catastrophic-loss index securities [My Copy] Journal of Financial Economics, Vol. 71, No. 1. (January 2004), pp. 77-111. by David J. Cummins, David Lalonde, Richard D. Phillips posted to cat insurance ueberblick by enricopower on 2008-12-22 12:50:37 as along with 1 person bimbo
	Securitization of Life Insurance Assets and Liabilities [My Copy] The Journal of Risk & Insurance, Vol. 72, No. 2. (June 2005), pp. 193-226. by Alex Cowley, David D. Cummins posted to mortality-bonds mortality-options mortality-risk ueberblick by enricopower on 2008-12-22 12:32:52 as along with 1 person bimbo
	Natural Hedging of Life and Annuity Mortality Risks [My Copy] North American Actuarial Journal, Vol. 11, No. 3., pp. 1-15. by Samuel Cox, Yijia Lin posted to insurance mortality-bonds mortality-options mortality-risk by enricopower on 2008-12-22 12:27:54 as
	Langlebigkeitsbonds [My Copy] by Ralf Korn posted to gompertz-modell longevity-bond stochastic-mortality ueberblick by enricopower on 2008-12-21 12:37:26 as
	The timing of annuitization: Investment dominance and mortality risk [My Copy] Insurance: Mathematics and Economics, Vol. 40, No. 1. (January 2007), pp. 135-144. by M. Milevsky, V. Young posted to mortality-risk by enricopower on 2008-12-21 11:39:09 as
	The Volatility of Mortality [My Copy] by Daniel Bauer, Matthias Börger, Jochen Russ, Hans J. Zwiesler posted to estimation-method hjm stochastic-mortality by enricopower on 2008-12-21 11:37:56 as
	Survivor swaps.(used in the insurance industry) : An article from: Journal of Risk and Insurance [My Copy] (01 March 2006) by Kevin Dowd, David Blake, Andrew J. G. Cairns, Paul Dawson posted to incomplete-markets mortality-options ueberblick by enricopower on 2008-12-21 11:35:47 as
	Survivor bonds helping to hedge mortality risk [My Copy] by David Blake, Williams Burrows posted to longevity-index mortality-bonds by enricopower on 2008-12-21 11:34:46 as
	Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts [My Copy] Insurance: Mathematics and Economics, Vol. 35, No. 1. (20 August 2004), pp. 113-136. by M. Dahl posted to incomplete-markets mortality-options stochastic-mortality by enricopower on 2008-12-21 11:31:08 as
	Securitization of Mortality Risks in Life Annuities [My Copy] The Journal of Risk & Insurance, Vol. 72, No. 2. (June 2005), pp. 227-252. by Yijia Lin, Samuel H. Cox posted to mortality-bonds mortality-options by enricopower on 2008-12-21 11:29:08 as along with 1 person bimbo
	Securitization of catastrophe mortality risks☆ [My Copy] Insurance: Mathematics and Economics, Vol. 42, No. 2. (April 2008), pp. 628-637. by Y. Lin, S. Cox posted to incomplete-markets jump-effect longevity-bond mortality-options stochastic-mortality by enricopower on 2008-12-21 11:27:25 as
	Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk [My Copy] by Andrew Cairns, David Blake, Kevin Dowd posted to incomplete-markets market-price mortality-options mortality-risk stochastic-mortality by enricopower on 2008-12-21 11:26:02 as
	Pricing Basis Risk in Survivor Swaps [My Copy] by Paul Sweeting posted to insurance longevity-bond mortality-risk by enricopower on 2008-12-21 11:22:37 as
	Pricing Longevity Bonds using Implied Survival Probabilities [My Copy] by Daniel Bauer, Jochen Russ posted to hjm longevity-bond stochastic-mortality by enricopower on 2008-12-21 11:21:15 as
	On Numerical Pricing Methods of Innovative Financial Products [My Copy] by Kalina N. Acar posted to gompertz-modell hjm longevity-bond longevity-risk market-price stochastic-mortality by enricopower on 2008-12-21 11:19:48 as
	Mortality-dependent financial risk measures [My Copy] Insurance: Mathematics and Economics, Vol. 38, No. 3. (15 June 2006), pp. 427-440. by Kevin Dowd, Andrew J. Cairns, David Blake posted to longevity-bond longevity-risk mortality-risk stochastic-mortality var by enricopower on 2008-12-21 11:16:52 as along with 2 people DOI bimbo
	Mortality derivatives and the option to annuitise [My Copy] Insurance: Mathematics and Economics In Papers presented at the 4th IME Conference, Universitat de Barcelona, Barcelona, 24-26 July 2001, Vol. 29, No. 3. (20 December 2001), pp. 299-318. by Moshe A. Milevsky, David posted to insurance longevity-bond mortality-risk by enricopower on 2008-12-21 11:15:28 as along with 1 person bimbo
	Mortality modelling with Lévy processes [My Copy] Insurance: Mathematics and Economics, Vol. 42, No. 1. (February 2008), pp. 409-418. by D. Hainaut, P. Devolder posted to levy-process longevity-risk stochastic-mortality by enricopower on 2008-12-21 11:13:30 as
	Modelling the fair value of annuities contracts: the impact of interest rate risk and mortality risk [My Copy] by Laura Ballotta, Giorgia Esposito, Steven Haberman posted to insurance market-price stochastic-mortality by enricopower on 2008-12-21 11:11:38 as
	Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization [My Copy] by Hua Chen, Samuel Cox posted to incomplete-markets jump-effect lee-carter levy-process mortality-bonds mortality-risk by enricopower on 2008-12-21 11:06:48 as
	Modeling mortality with jumps: transitory effects and pricing implication to mortality securitization [My Copy] by Hua Chen, Samuel Cox posted to jump-effect lee-carter longevity-bond mortality-risk stochastic-mortality wang-transform by enricopower on 2008-12-21 09:37:31 as
	MANAGING LONGEVITY RISK THROUGH CAPITAL MARKETS [My Copy] by Farid Kabbaj, Guy Coughlan posted to longevity-bond longevity-risk by enricopower on 2008-12-21 09:33:28 as
	Longevity Risk and Capital Markets [My Copy] Pensions Institute (2006) by Richard Macminn, Patrick Brockett, David Blake posted to incomplete-markets longevity-risk by enricopower on 2008-12-17 11:26:52 as
	Longevity Bonds: Financial Engineering, Valuation and Hedging [My Copy] Pensions Institute (2006) by David Blake, Andrew Cairns, Kevin Dowd, Richard Macminn posted to incomplete-markets longevity-bond longevity-risk by enricopower on 2008-12-17 11:25:53 as
	Longevity Risk, Rare Event Premia and Securitization [My Copy] by Yijia Lin, Samuel Cox posted to insurance jump-effect longevity-index longevity-risk rare-event securities by enricopower on 2008-12-17 11:24:29 as

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stochastic-mortality	29
mortality-risk	19
longevity-bond	18
longevity-risk	16
incomplete-markets	15
lee-carter	12
insurance	12
mortality-bonds	10
mortality-options	10
jump-effect	9
datenanalyse	8
ueberblick	8
sterbetafel	7
estimation-method	7
einleitung	6
longevity-index	6
market-price	6
levy-process	6
hjm	5
gompertz-modell	5
evt	5
wang-transform	5
periodensterbetafel	5
estimation	5
mortality-laws	4
generationensterbetafel	4
affine-models	3
securities	3
rare-event	3
futures	3
risk-theory	3
deterministic-modell	3
forward-force	2
early-actuarial-models	2
var	2
pension-plan	2
coxingersollross-model	1
copulas	1
compound-poisson	1
extinct-generations	1
panel-data	1
call-option	1
p-spline	1
cat	1
elas	1

enricopower's library 92 articles Export

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