IDEAS home Printed from https://ideas.repec.org/a/gam/jrisks/v5y2017i4p63-d121755.html
   My bibliography  Save this article

Special Issue “Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance”

Author

Listed:
  • Luca Regis

    (Department of Economics and Statistics, University of Siena, Siena 53100, Italy)

Abstract

The aim of the Special Issue is to address some of the main challenges individuals and companies face in managing financial and actuarial risks, when dealing with their investment/retirement or business-related decisions [...]

Suggested Citation

  • Luca Regis, 2017. "Special Issue “Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance”," Risks, MDPI, vol. 5(4), pages 1-2, December.
    • Handle: RePEc:gam:jrisks:v:5:y:2017:i:4:p:63-:d:121755
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-9091/5/4/63/pdf
    Download Restriction: no
    File URL: https://www.mdpi.com/2227-9091/5/4/63/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. repec:cup:cbooks:9781107154605 is not listed on IDEAS
    2. Devolder, Pierre & de Valeriola, Sebastien, 2017. "Minimum Protection in DC Funding Pension Plans and Margrabe Options," LIDAM Reprints ISBA 2017010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Carlo Maccheroni & Samuel Nocito, 2017. "Backtesting the Lee–Carter and the Cairns–Blake–Dowd Stochastic Mortality Models on Italian Death Rates," Risks, MDPI, vol. 5(3), pages 1-23, July.
    4. Pierre Devolder & Sébastien De Valeriola, 2017. "Minimum Protection in DC Funding Pension Plans and Margrabe Options," Risks, MDPI, vol. 5(1), pages 1-14, January.
    5. Jan Natolski & Ralf Werner, 2017. "Mathematical Analysis of Replication by Cash Flow Matching," Risks, MDPI, vol. 5(1), pages 1-15, February.
    6. Gabriella Piscopo & Marina Resta, 2017. "Applying spectral biclustering to mortality data," Risks, MDPI, vol. 5(2), pages 1-13, April.
    7. Catherine Donnelly, 2017. "A Discussion of a Risk-Sharing Pension Plan," Risks, MDPI, vol. 5(1), pages 1-20, February.
    8. Thomas G. Koch, 2017. "The Shifting Shape of Risk: Endogenous Market Failure for Insurance," Risks, MDPI, vol. 5(1), pages 1-13, January.
    9. Kevin Dowd & David Blake & Andrew J. G. Cairns, 2016. "The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts," Risks, MDPI, vol. 4(3), pages 1-7, July.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Hanna, Vanessa & Hieber, Peter & Devolder, Pierre, 2021. "Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy," LIDAM Discussion Papers ISBA 2021010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    2. Blake, David & El Karoui, Nicole & Loisel, Stéphane & MacMinn, Richard, 2018. "Longevity risk and capital markets: The 2015–16 update," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 157-173.
    3. An Chen & Motonobu Kanagawa & Fangyuan Zhang, 2021. "Intergenerational risk sharing in a Defined Contribution pension system: analysis with Bayesian optimization," Papers 2106.13644, arXiv.org, revised Mar 2023.
    4. Syed Tehseen Jawaid, Abdul Waheed, 2017. "Uncertainty and Risk Analysis of Pakistan's Regional Trade: Fan Chart Approach," Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, vol. 4(1), pages 55-81, March.
    5. CATRINA, Ersilia, 2018. "Insurance, A Guaranteed Risk Or A Risk Assumed?," MPRA Paper 87769, University Library of Munich, Germany, revised Apr 2018.
    6. Kevin Dowd & David Blake, 2022. "Projecting Mortality Rates to Extreme Old Age with the CBDX Model," Forecasting, MDPI, vol. 4(1), pages 1-11, February.
    7. Marie Angèle Cathleen Alijean & Jason Narsoo, 2018. "Evaluation of the Kou-Modified Lee-Carter Model in Mortality Forecasting: Evidence from French Male Mortality Data," Risks, MDPI, vol. 6(4), pages 1-26, October.
    8. Hampus Engsner & Kristoffer Lindensjo & Filip Lindskog, 2018. "The value of a liability cash flow in discrete time subject to capital requirements," Papers 1808.03328, arXiv.org.
    9. Patrick Cheridito & John Ery & Mario V. Wüthrich, 2020. "Assessing Asset-Liability Risk with Neural Networks," Risks, MDPI, vol. 8(1), pages 1-17, February.
    10. Apostolos Bozikas & Georgios Pitselis, 2018. "An Empirical Study on Stochastic Mortality Modelling under the Age-Period-Cohort Framework: The Case of Greece with Applications to Insurance Pricing," Risks, MDPI, vol. 6(2), pages 1-34, April.
    11. Hampus Engsner & Kristoffer Lindensjö & Filip Lindskog, 2020. "The value of a liability cash flow in discrete time subject to capital requirements," Finance and Stochastics, Springer, vol. 24(1), pages 125-167, January.
    12. Leung, Melvern & Fung, Man Chung & O’Hare, Colin, 2018. "A comparative study of pricing approaches for longevity instruments," Insurance: Mathematics and Economics, Elsevier, vol. 82(C), pages 95-116.
    13. repec:gei:journl:v:4:y:2017:i:1:p:75-101 is not listed on IDEAS
    14. Patrick Cheridito & John Ery & Mario V. Wuthrich, 2021. "Assessing asset-liability risk with neural networks," Papers 2105.12432, arXiv.org.
    15. Al-Hassan, Hassana & Devolder, Pierre, 2022. "Stochastic Modellization of Hybrid Public Pension Plans (PAYG) under Demographic Risks with Application to the Belgian Case," LIDAM Discussion Papers ISBA 2022042, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    16. Fabrizio Culotta, 2021. "Life Expectancy Heterogeneity and Pension Fairness: An Italian North-South Divide," Risks, MDPI, vol. 9(3), pages 1-22, March.
    17. Ersilia CATRINA, 2018. "Insurance, A Guaranteed Risk Or A Risk Assumed?," Junior Scientific Researcher, SC Research Publishing SRL, vol. 4(1), pages 121-133, May.

    More about this item

    Keywords

    n/a;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jrisks:v:5:y:2017:i:4:p:63-:d:121755. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.