8

Enhancing annuities with equity

Year:
2001
Language:
english
File:
PDF, 125 KB
english, 2001
10

Long‐Term Value at Risk

Year:
2004
Language:
english
File:
PDF, 333 KB
english, 2004
17

Survivor Swaps

Year:
2006
Language:
english
File:
PDF, 203 KB
english, 2006
19

Longevity hedge effectiveness: a decomposition

Year:
2014
Language:
english
File:
PDF, 725 KB
english, 2014
27

Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk

Year:
2006
Language:
english
File:
PDF, 690 KB
english, 2006
28

Modelling and Management of Mortality Risk: A Review

Year:
2008
Language:
english
File:
PDF, 506 KB
english, 2008
33

Mortality-dependent financial risk measures

Year:
2006
Language:
english
File:
PDF, 252 KB
english, 2006
38

Survivor Derivatives: A Consistent Pricing Framework

Year:
2010
Language:
english
File:
PDF, 254 KB
english, 2010
41

Facing up to uncertain life expectancy: The longevity fan charts

Year:
2010
Language:
english
File:
PDF, 439 KB
english, 2010
42

Modelling and management of mortality risk: a review

Year:
2008
Language:
english
File:
PDF, 537 KB
english, 2008