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Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference

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  • David Blake
  • Marco Morales
  • Yijia Lin
  • Richard D. MacMinn
  • Ruilin Tian
  • Jifeng Yu

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  • David Blake & Marco Morales & Yijia Lin & Richard D. MacMinn & Ruilin Tian & Jifeng Yu, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 345-365, April.
    • Handle: RePEc:bla:jrinsu:v:84:y:2017:i:s1:p:345-365
    DOI: 10.1111/jori.12196
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    References listed on IDEAS

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    1. Brian W. Nocco & René M. Stulz, 2006. "Enterprise Risk Management: Theory and Practice," Journal of Applied Corporate Finance, Morgan Stanley, vol. 18(4), pages 8-20, September.
    2. John C. Cox & Jonathan E. Ingersoll Jr. & Stephen A. Ross, 2005. "A Theory Of The Term Structure Of Interest Rates," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 5, pages 129-164, World Scientific Publishing Co. Pte. Ltd..
    3. Andreas Milidonis & Yijia Lin & Samuel Cox, 2011. "Mortality Regimes and Pricing," North American Actuarial Journal, Taylor & Francis Journals, vol. 15(2), pages 266-289.
    4. Jing Ai & Patrick L. Brockett & William W. Cooper & Linda L. Golden, 2012. "Enterprise Risk Management Through Strategic Allocation of Capital," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 79(1), pages 29-56, March.
    5. Lin, Yijia & MacMinn, Richard D. & Tian, Ruilin, 2015. "De-risking defined benefit plans," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 52-65.
    6. Yijia Lin & Sheen Liu & Jifeng Yu, 2013. "Pricing Mortality Securities With Correlated Mortality Indexes," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(4), pages 921-948, December.
    7. Samuel H. Cox & Yijia Lin & Ruilin Tian & Jifeng Yu, 2013. "Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(3), pages 585-620, September.
    8. Yijia Lin & Samuel H. Cox, 2005. "Securitization of Mortality Risks in Life Annuities," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(2), pages 227-252, June.
    9. Samuel H. Cox & Yijia Lin & Shaun Wang, 2006. "Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(4), pages 719-736, December.
    10. Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph, 2009. "Managing contribution and capital market risk in a funded public defined benefit plan: Impact of CVaR cost constraints," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 25-34, August.
    11. Samuel H. Cox & Yijia Lin & Ruilin Tian & Luis F. Zuluaga, 2013. "Mortality Portfolio Risk Management," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(4), pages 853-890, December.
    12. Lin, Yijia & Cox, Samuel H., 2008. "Securitization of catastrophe mortality risks," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 628-637, April.
    13. Anil Shivdasani & Irina Stefanescu, 2010. "How Do Pensions Affect Corporate Capital Structure Decisions?," The Review of Financial Studies, Society for Financial Studies, vol. 23(3), pages 1287-1323, March.
    14. Cox, Samuel H. & Lin, Yijia & Pedersen, Hal, 2010. "Mortality risk modeling: Applications to insurance securitization," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 242-253, February.
    15. Robert E. Hoyt & Andre P. Liebenberg, 2011. "The Value of Enterprise Risk Management," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 78(4), pages 795-822, December.
    16. Ngwira, Bernard & Gerrard, Russell, 2007. "Stochastic pension fund control in the presence of Poisson jumps," Insurance: Mathematics and Economics, Elsevier, vol. 40(2), pages 283-292, March.
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