Mortality-dependent financial risk measures
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Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 38 (2006)
Issue (Month): 3 (June)
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Web page: http://www.elsevier.com/locate/inca/505554
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- De Waegenaere, A.M.B. & Melenberg, B. & Stevens, R., 2010.
Open Access publications from Tilburg University
urn:nbn:nl:ui:12-4578387, Tilburg University.
- Qian, Linyi & Wang, Wei & Wang, Rongming & Tang, Yincai, 2010. "Valuation of equity-indexed annuity under stochastic mortality and interest rate," Insurance: Mathematics and Economics, Elsevier, vol. 47(2), pages 123-129, October.
- Katja Hanewald & Thomas Post & Helmut Gr�ndl, 2011.
"Stochastic Mortality, Macroeconomic Risks and Life Insurer Solvency,"
The Geneva Papers on Risk and Insurance - Issues and Practice,
Palgrave Macmillan, vol. 36(3), pages 458-475, July.
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- Katja Hanewald & Thomas Post & Helmut Gründl, 2009. "Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency," SFB 649 Discussion Papers SFB649DP2009-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Ngai, Andrew & Sherris, Michael, 2011. "Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives," Insurance: Mathematics and Economics, Elsevier, vol. 49(1), pages 100-114, July.
- Leora Friedberg & Anthony Webb, 2006.
"Life is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk,"
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