Results 231 to 240 of about 810,836 (243)

Longevity bond premiums: The extreme value approach and risk cubic pricing

Insurance: Mathematics and Economics, 2010
J David Cummins
exaly  

Pricing and securitization of multi-country longevity risk with mortality dependence

Insurance: Mathematics and Economics, 2013
Sharon S Yang, Chou-Wen Wang
exaly  

Cold Atmospheric Plasma Treatment of Zirconia to Improve Its Bond Strength and Longevity with Dental Cement

Materials
Qingsong Yu
exaly  

Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model With the GAS Structure

Journal of Risk and Insurance, 2017
Richard Macminn, Tao Sun
exaly  

Human Survival at Older Ages and the Implications for Longevity Bond Pricing

North American Actuarial Journal, 2011
Leslie Mayhew
exaly  

Local risk‐minimization with longevity bonds

Applied Stochastic Models in Business and Industry, 2015
exaly  

Understanding longevity bonds

2006
openaire   +1 more source

On Optimal Portfolio Choice in Longevity Bonds Under Ambiguity

Ivan Gallo, Fabio Antonelli, Giorgio Ferrari   +2 more
openaire   +1 more source

Pricing longevity bond with affine-jump-diffusion multi-cohort mortality model

Journal of Computational and Applied Mathematics
exaly  

Longevity Bonds: an Application to the Italian Annuity Market

2008
LEVANTESI, Susanna, MENZIETTI, Massimiliano, TORRI, TIZIANA   +2 more
openaire   +3 more sources