enricopower's mortality-risk [19 articles] Export

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	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
	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
	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
	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
	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
	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
	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
	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
	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
	Life Metrics [My Copy] by J. P. Morgan posted to datenanalyse estimation mortality-risk by enricopower on 2008-12-17 11:19:42 as
	A two-factor model for stochastic mortality with parameter uncertainty: theory and calibration.: An article from: Journal of Risk and Insurance [My Copy] (01 December 2006) by Andrew J. G. Cairns, David Blake, Kevin Dowd posted to longevity-bond longevity-index longevity-risk mortality-risk stochastic-mortality by enricopower on 2008-12-08 10:33:01 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 mortality-risk [19 articles] Export

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