Suchergebnisse

On Risk Management of Mortality and Longevity Capital Requirement: A Predictive Simulation Approach

Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach

In: European actuarial journal, Band 13, Heft 1, S. 277-305

ISSN: 2190-9741

Dynamic Longevity Hedging in the Presence of Population Basis Risk: A Feasibility Analysis from Technical and Economic Perspectives

In: Journal of Risk and Insurance, Band 84, Heft S1, S. 417-437

A Bayesian Approach to Discrimination-free Insurance Pricing

Bringing parametric mortality indexes to practice: a generalized CBD model with stochastic socioeconomic differentials in mortality improvements

In: The Geneva papers on risk and insurance - issues and practice, Band 49, Heft 2, S. 295-319

ISSN: 1468-0440

Learning from COVID-19: A Catastrophe Mortality Bond Solution in the Post-Pandemic Era

In: Seminars at Peking University, Tsinghua University, Renmin University of China, Central University of Finance and Economics, and University of International Business and Economics

Towards a Large and Liquid Longevity Market: A Graphical Population Basis Risk Metric

In: The Geneva papers on risk and insurance - issues and practice, Band 41, Heft 1, S. 118-127

ISSN: 1468-0440