Blake, David (ed.); Cairns, Andrew J. G. (ed.) Longevity risk and capital markets: the 2019–20 update. (English) Zbl 07368206 Insur. Math. Econ. 99, 395-439 (2021). MSC: 00B25 92D25 PDF BibTeX XML Cite \textit{D. Blake} (ed.) and \textit{A. J. G. Cairns} (ed.), Insur. Math. Econ. 99, 395--439 (2021; Zbl 07368206) Full Text: DOI OpenURL
Börger, Matthias; Russ, Jochen; Schupp, Johannes It takes two: why mortality trend modeling is more than modeling one mortality trend. (English) Zbl 1467.91133 Insur. Math. Econ. 99, 222-232 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{M. Börger} et al., Insur. Math. Econ. 99, 222--232 (2021; Zbl 1467.91133) Full Text: DOI OpenURL
Hunt, Andrew; Blake, David Forward mortality rates in discrete time. I: Calibration and securities pricing. (English) Zbl 1461.91246 N. Am. Actuar. J. 25, Suppl. 1, S482-S507 (2021). MSC: 91G05 91G20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, N. Am. Actuar. J. 25, S482--S507 (2021; Zbl 1461.91246) Full Text: DOI OpenURL
Blake, David (ed.); MacMinn, Richard (ed.); Tsai, Jason Chenghsien (ed.); Wang, Jennifer (ed.) Longevity risk and capital markets: the 2017–2018 update. (English) Zbl 07341011 N. Am. Actuar. J. 25, Suppl. 1, S280-S308 (2021). MSC: 00B15 PDF BibTeX XML Cite \textit{D. Blake} (ed.) et al., N. Am. Actuar. J. 25, S280--S308 (2021; Zbl 07341011) Full Text: DOI OpenURL
Li, Jackie; Wong, Kenneth Incorporating structural changes in mortality improvements for mortality forecasting. (English) Zbl 1454.91198 Scand. Actuar. J. 2020, No. 9, 776-791 (2020). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{J. Li} and \textit{K. Wong}, Scand. Actuar. J. 2020, No. 9, 776--791 (2020; Zbl 1454.91198) Full Text: DOI OpenURL
Baños, David; Bølviken, Erik; Duedahl, Sindre; Proske, Frank Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes. (English) Zbl 1430.91072 Scand. Actuar. J. 2020, No. 1, 44-83 (2020). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{D. Baños} et al., Scand. Actuar. J. 2020, No. 1, 44--83 (2020; Zbl 1430.91072) Full Text: DOI Link OpenURL
Shen, Yang; Sherris, Michael Lifetime asset allocation with idiosyncratic and systematic mortality risks. (English) Zbl 1416.91221 Scand. Actuar. J. 2018, No. 4, 294-327 (2018). MSC: 91B30 90C39 PDF BibTeX XML Cite \textit{Y. Shen} and \textit{M. Sherris}, Scand. Actuar. J. 2018, No. 4, 294--327 (2018; Zbl 1416.91221) Full Text: DOI OpenURL
Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing Regime-switching pure jump processes and applications in the valuation of mortality-linked products. (English) Zbl 1388.49020 Commun. Stat., Theory Methods 47, No. 6, 1372-1391 (2018). MSC: 49K15 44A10 47D07 60J10 93E20 PDF BibTeX XML Cite \textit{Y. Dong} et al., Commun. Stat., Theory Methods 47, No. 6, 1372--1391 (2018; Zbl 1388.49020) Full Text: DOI OpenURL
Börger, Matthias; Schupp, Johannes Modeling trend processes in parametric mortality models. (English) Zbl 1400.91241 Insur. Math. Econ. 78, 369-380 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Börger} and \textit{J. Schupp}, Insur. Math. Econ. 78, 369--380 (2018; Zbl 1400.91241) Full Text: DOI OpenURL
Bravo, Jorge Miguel; El Mekkaoui de Freitas, Najat Valuation of longevity-linked life annuities. (English) Zbl 1398.91316 Insur. Math. Econ. 78, 212-229 (2018). MSC: 91B30 91G20 62P05 PDF BibTeX XML Cite \textit{J. M. Bravo} and \textit{N. El Mekkaoui de Freitas}, Insur. Math. Econ. 78, 212--229 (2018; Zbl 1398.91316) Full Text: DOI OpenURL
Cox, Samuel H.; Lin, Yijia; Shi, Tianxiang Pension risk management with funding and buyout options. (English) Zbl 1398.91322 Insur. Math. Econ. 78, 183-200 (2018). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{S. H. Cox} et al., Insur. Math. Econ. 78, 183--200 (2018; Zbl 1398.91322) Full Text: DOI OpenURL
Blake, David (ed.); El Karoui, Nicole (ed.); Loisel, Stéphane (ed.); MacMinn, Richard (ed.) Longevity risk and capital markets: the 2015–16 update. (English) Zbl 1384.00062 Insur. Math. Econ. 78, 157-173 (2018). MSC: 00B15 00B25 91-06 91B30 PDF BibTeX XML Cite \textit{D. Blake} (ed.) et al., Insur. Math. Econ. 78, 157--173 (2018; Zbl 1384.00062) Full Text: DOI OpenURL
Liu, Yanxin; Li, Johnny Siu-Hang The locally linear Cairns-Blake-Dowd model: a note on delta-nuga hedging of longevity risk. (English) Zbl 1390.91198 ASTIN Bull. 47, No. 1, 79-151 (2017). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{J. S. H. Li}, ASTIN Bull. 47, No. 1, 79--151 (2017; Zbl 1390.91198) Full Text: DOI OpenURL
van Berkum, Frank; Antonio, Katrien; Vellekoop, Michel The impact of multiple structural changes on mortality predictions. (English) Zbl 1401.91221 Scand. Actuar. J. 2016, No. 7, 581-603 (2016). MSC: 91B30 62P05 62P25 PDF BibTeX XML Cite \textit{F. van Berkum} et al., Scand. Actuar. J. 2016, No. 7, 581--603 (2016; Zbl 1401.91221) Full Text: DOI OpenURL
Ignatieva, Katja; Song, Andrew; Ziveyi, Jonathan Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality. (English) Zbl 1371.91178 Insur. Math. Econ. 70, 286-300 (2016). MSC: 91G20 91B30 PDF BibTeX XML Cite \textit{K. Ignatieva} et al., Insur. Math. Econ. 70, 286--300 (2016; Zbl 1371.91178) Full Text: DOI OpenURL
Wang, Ting; Young, Virginia R. Hedging pure endowments with mortality derivatives. (English) Zbl 1369.91100 Insur. Math. Econ. 69, 238-255 (2016). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{T. Wang} and \textit{V. R. Young}, Insur. Math. Econ. 69, 238--255 (2016; Zbl 1369.91100) Full Text: DOI arXiv OpenURL
Lemoine, Killian Mortality regimes and longevity risk in a life annuity portfolio. (English) Zbl 1401.91163 Scand. Actuar. J. 2015, No. 8, 689-724 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{K. Lemoine}, Scand. Actuar. J. 2015, No. 8, 689--724 (2015; Zbl 1401.91163) Full Text: DOI OpenURL
Lin, Yijia; MacMinn, Richard D.; Tian, Ruilin De-risking defined benefit plans. (English) Zbl 1348.91170 Insur. Math. Econ. 63, 52-65 (2015). MSC: 91B30 91G70 62P05 PDF BibTeX XML Cite \textit{Y. Lin} et al., Insur. Math. Econ. 63, 52--65 (2015; Zbl 1348.91170) Full Text: DOI OpenURL
Gao, Huan; Mamon, Rogemar; Liu, Xiaoming; Tenyakov, Anton Mortality modelling with regime-switching for the valuation of a guaranteed annuity option. (English) Zbl 1348.91145 Insur. Math. Econ. 63, 108-120 (2015). MSC: 91B30 91G20 62P05 PDF BibTeX XML Cite \textit{H. Gao} et al., Insur. Math. Econ. 63, 108--120 (2015; Zbl 1348.91145) Full Text: DOI OpenURL
Tan, Ken Seng (ed.) Editorial: Longevity risk and capital markets: the 2013–14 update. (English) Zbl 1321.00138 Insur. Math. Econ. 63, 1-11 (2015). MSC: 00B25 00B15 91-06 91B30 62P05 91D20 91G20 PDF BibTeX XML Cite \textit{K. S. Tan} (ed.), Insur. Math. Econ. 63, 1--11 (2015; Zbl 1321.00138) Full Text: DOI OpenURL
Lin, Yijia; Tan, Ken Seng; Tian, Ruilin; Yu, Jifeng Downside risk management of a defined benefit plan considering longevity basis risk. (English) Zbl 1412.91048 N. Am. Actuar. J. 18, No. 1, 68-86 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Lin} et al., N. Am. Actuar. J. 18, No. 1, 68--86 (2014; Zbl 1412.91048) Full Text: DOI OpenURL
Blake, David (ed.); MacMinn, Richard (ed.); Li, Johnny Siu-Hang (ed.); Hardy, Mary (ed.) Longevity risk and capital markets: the 2012–2013 update. (English) Zbl 1458.00030 N. Am. Actuar. J. 18, No. 1, 1-13 (2014). MSC: 00B25 91-06 91G05 PDF BibTeX XML Cite \textit{D. Blake} (ed.) et al., N. Am. Actuar. J. 18, No. 1, 1--13 (2014; Zbl 1458.00030) Full Text: DOI OpenURL
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng Regime-switching shot-noise processes and longevity bond pricing. (English) Zbl 1341.60069 Lith. Math. J. 54, No. 4, 383-402 (2014). MSC: 60H30 60H10 60G51 60J25 91G40 91G80 PDF BibTeX XML Cite \textit{Y. Dong} et al., Lith. Math. J. 54, No. 4, 383--402 (2014; Zbl 1341.60069) Full Text: DOI OpenURL
Gatzert, Nadine; Schmitt-Hoermann, Gudrun; Schmeiser, Hato Optimal risk classification with an application to substandard annuities. (English) Zbl 1291.91110 N. Am. Actuar. J. 16, No. 4, 462-486 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{N. Gatzert} et al., N. Am. Actuar. J. 16, No. 4, 462--486 (2012; Zbl 1291.91110) Full Text: DOI OpenURL
Gaillardetz, Patrice; Li, Huan Yi; MacKay, Anne Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality. (English) Zbl 1260.91235 Eur. Actuar. J. 2, No. 2, 243-258 (2012). MSC: 91G20 91B30 PDF BibTeX XML Cite \textit{P. Gaillardetz} et al., Eur. Actuar. J. 2, No. 2, 243--258 (2012; Zbl 1260.91235) Full Text: DOI OpenURL
Hainaut, Donatien Multidimensional Lee-Carter model with switching mortality processes. (English) Zbl 1235.91091 Insur. Math. Econ. 50, No. 2, 236-246 (2012). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{D. Hainaut}, Insur. Math. Econ. 50, No. 2, 236--246 (2012; Zbl 1235.91091) Full Text: DOI OpenURL