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Hedging longevity risk in defined contribution pension schemes [PDF]
Computational Management Science, 2023 Pension schemes all over the world are under increasing pressure to efficiently hedge longevity risk imposed by ageing populations. In this work, we study an optimal investment problem for a defined contribution pension scheme that decides to hedge ...
Ankush Agarwal +2 more
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Longevity bond pricing under stochastic interest rate and mortality with regime-switching
Insurance: Mathematics and Economics, 2013Yang Shen, Tak Kuen Siu
exaly
Longevity bond premiums: The extreme value approach and risk cubic pricing
Insurance: Mathematics and Economics, 2010J David Cummins
exaly
Local risk‐minimization with longevity bonds
Applied Stochastic Models in Business and Industry, 2015Thomas Møller
exaly
Longevity bond pricing under the threshold CIR model
Finance Research Letters, 2015Hoi Ying Wong
exaly
Pricing and securitization of multi-country longevity risk with mortality dependence
Insurance: Mathematics and Economics, 2013Chou-Wen Wang
exaly
Human Survival at Older Ages and the Implications for Longevity Bond Pricing
North American Actuarial Journal, 2011Les Mayhew
exaly
Distinct longevity mechanisms across and within species and their association with aging
Cell, 2023exaly
License to Assemble: Theorizing Brand Longevity
Journal of Consumer Research, 2019Chloe Preece +2 more
exaly