| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A combined analysis of hedge effectiveness and capital efficiency in longevity hedging
|
Börger, Matthias
|
|
|
99 |
C |
p. 309-326
|
artikel
|
| 2 |
Addressing the life expectancy gap in pension policy
|
Bravo, Jorge M.
|
|
|
99 |
C |
p. 200-221
|
artikel
|
| 3 |
A Fourier-cosine method for finite-time ruin probabilities
|
Lee, Wing Yan
|
|
|
99 |
C |
p. 256-267
|
artikel
|
| 4 |
Assessing mortality inequality in the U.S.: What can be said about the future?
|
Li, Han
|
|
|
99 |
C |
p. 152-162
|
artikel
|
| 5 |
Batch mode active learning framework and its application on valuing large variable annuity portfolios
|
Gweon, Hyukjun
|
|
|
99 |
C |
p. 105-115
|
artikel
|
| 6 |
Cause of death specific cohort effects in U.S. mortality
|
Redondo Lourés, Cristian
|
|
|
99 |
C |
p. 190-199
|
artikel
|
| 7 |
Cause-specific mortality rates: Common trends and differences
|
Arnold, Séverine
|
|
|
99 |
C |
p. 294-308
|
artikel
|
| 8 |
Deep hedging of long-term financial derivatives
|
Carbonneau, Alexandre
|
|
|
99 |
C |
p. 327-340
|
artikel
|
| 9 |
Editorial Board
|
|
|
|
99 |
C |
p. ii
|
artikel
|
| 10 |
Gompertz law revisited: Forecasting mortality with a multi-factor exponential model
|
Li, Hong
|
|
|
99 |
C |
p. 268-281
|
artikel
|
| 11 |
Incorporating statistical clustering methods into mortality models to improve forecasting performances
|
Tsai, Cary Chi-Liang
|
|
|
99 |
C |
p. 42-62
|
artikel
|
| 12 |
It takes two: Why mortality trend modeling is more than modeling one mortality trend
|
Börger, Matthias
|
|
|
99 |
C |
p. 222-232
|
artikel
|
| 13 |
Joint and survivor annuity valuation with a bivariate reinforced urn process
|
Souto Arias, Luis A.
|
|
|
99 |
C |
p. 174-189
|
artikel
|
| 14 |
Joint generalized quantile and conditional tail expectation regression for insurance risk analysis
|
Guillen, Montserrat
|
|
|
99 |
C |
p. 1-8
|
artikel
|
| 15 |
Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans
|
Alvarez, Jesús-Adrián
|
|
|
99 |
C |
p. 363-375
|
artikel
|
| 16 |
Longevity risk and capital markets: The 2019-20 update
|
Blake, David
|
|
|
99 |
C |
p. 395-439
|
artikel
|
| 17 |
Macro longevity risk and the choice between annuity products: Evidence from Denmark
|
Balter, Anne G.
|
|
|
99 |
C |
p. 355-362
|
artikel
|
| 18 |
Modeling and pricing longevity derivatives using Skellam distribution
|
Kung, Ko-Lun
|
|
|
99 |
C |
p. 341-354
|
artikel
|
| 19 |
Modelling mortality dependence: An application of dynamic vine copula
|
Zhou, Rui
|
|
|
99 |
C |
p. 241-255
|
artikel
|
| 20 |
Mortality data correction in the absence of monthly fertility records
|
Boumezoued, Alexandre
|
|
|
99 |
C |
p. 486-508
|
artikel
|
| 21 |
Note from the Editors
|
Kaas, R.
|
|
|
99 |
C |
p. 130
|
artikel
|
| 22 |
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
|
Avanzi, Benjamin
|
|
|
99 |
C |
p. 9-24
|
artikel
|
| 23 |
Option pricing in regime-switching frameworks with the Extended Girsanov Principle
|
Godin, Frédéric
|
|
|
99 |
C |
p. 116-129
|
artikel
|
| 24 |
Pooling mortality risk in Eurozone state pension liabilities: An application of a Bayesian coherent multi-population cohort-based mortality model
|
McCarthy, David G.
|
|
|
99 |
C |
p. 459-485
|
artikel
|
| 25 |
Recent declines in life expectancy: Implication on longevity risk hedging
|
Li, Johnny Siu-Hang
|
|
|
99 |
C |
p. 376-394
|
artikel
|
| 26 |
Revisiting optimal investment strategies of value-maximizing insurance firms
|
Koch-Medina, Pablo
|
|
|
99 |
C |
p. 131-151
|
artikel
|
| 27 |
Right-truncated Archimedean and related copulas
|
Hofert, Marius
|
|
|
99 |
C |
p. 79-91
|
artikel
|
| 28 |
Tail dependence and heavy tailedness in extreme risks
|
Ji, Liuyan
|
|
|
99 |
C |
p. 282-293
|
artikel
|
| 29 |
Tests for Laplace order dominance with applications to insurance data
|
Bhattacharyya, Dhrubasish
|
|
|
99 |
C |
p. 163-173
|
artikel
|
| 30 |
The economics of sharing macro-longevity risk
|
Broeders, Dirk
|
|
|
99 |
C |
p. 440-458
|
artikel
|
| 31 |
The merits of pooling claims: Mutual vs. stock insurers
|
Schmeiser, Hato
|
|
|
99 |
C |
p. 92-104
|
artikel
|
| 32 |
The role of a longevity insurance for defined contribution pension systems
|
Berstein, Solange
|
|
|
99 |
C |
p. 233-240
|
artikel
|
| 33 |
Time-consistent longevity hedging with long-range dependence
|
Wang, Ling
|
|
|
99 |
C |
p. 25-41
|
artikel
|
| 34 |
Variable annuities: Market incompleteness and policyholder behavior
|
Moenig, Thorsten
|
|
|
99 |
C |
p. 63-78
|
artikel
|
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