Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection. (English) Zbl 1348.91147 Insur. Math. Econ. 63, 91-107 (2015). MSC: 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{V. Horneff} et al., Insur. Math. Econ. 63, 91--107 (2015; Zbl 1348.91147) Full Text: DOI Link 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
Ai, Jing; Brockett, Patrick L.; Jacobson, Allen F. A new defined benefit pension risk measurement methodology. (English) Zbl 1348.91125 Insur. Math. Econ. 63, 40-51 (2015). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Ai} et al., Insur. Math. Econ. 63, 40--51 (2015; Zbl 1348.91125) Full Text: DOI OpenURL
Shao, Adam W.; Hanewald, Katja; Sherris, Michael Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk. (English) Zbl 1348.91179 Insur. Math. Econ. 63, 76-90 (2015). MSC: 91B30 91D20 91G20 PDF BibTeX XML Cite \textit{A. W. Shao} et al., Insur. Math. Econ. 63, 76--90 (2015; Zbl 1348.91179) Full Text: DOI OpenURL
Wan, Cheng; Bertschi, Ljudmila Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach. (English) Zbl 1348.62248 Insur. Math. Econ. 63, 66-75 (2015). MSC: 62P05 91B30 91D20 PDF BibTeX XML Cite \textit{C. Wan} and \textit{L. Bertschi}, Insur. Math. Econ. 63, 66--75 (2015; Zbl 1348.62248) Full Text: DOI OpenURL
Li, Hong; De Waegenaere, Anja; Melenberg, Bertrand The choice of sample size for mortality forecasting: a Bayesian learning approach. (English) Zbl 1348.91162 Insur. Math. Econ. 63, 153-168 (2015). MSC: 91B30 62F15 62P05 PDF BibTeX XML Cite \textit{H. Li} et al., Insur. Math. Econ. 63, 153--168 (2015; Zbl 1348.91162) Full Text: DOI OpenURL
Kleinow, Torsten A common age effect model for the mortality of multiple populations. (English) Zbl 1348.91233 Insur. Math. Econ. 63, 147-152 (2015). MSC: 91D20 62P05 62H25 91G20 PDF BibTeX XML Cite \textit{T. Kleinow}, Insur. Math. Econ. 63, 147--152 (2015; Zbl 1348.91233) Full Text: DOI OpenURL
Chen, Hua; MacMinn, Richard; Sun, Tao Multi-population mortality models: a factor copula approach. (English) Zbl 1348.91131 Insur. Math. Econ. 63, 135-146 (2015). MSC: 91B30 62P05 62H20 62M20 PDF BibTeX XML Cite \textit{H. Chen} et al., Insur. Math. Econ. 63, 135--146 (2015; Zbl 1348.91131) Full Text: DOI OpenURL
Li, Johnny Siu-Hang; Zhou, Rui; Hardy, Mary A step-by-step guide to building two-population stochastic mortality models. (English) Zbl 1348.91164 Insur. Math. Econ. 63, 121-134 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. S. H. Li} et al., Insur. Math. Econ. 63, 121--134 (2015; Zbl 1348.91164) Full Text: DOI OpenURL
Tomas, Julien; Planchet, Frédéric Prospective mortality tables: taking heterogeneity into account. (English. French summary) Zbl 1348.91184 Insur. Math. Econ. 63, 169-190 (2015). MSC: 91B30 62P05 91D20 62M20 PDF BibTeX XML Cite \textit{J. Tomas} and \textit{F. Planchet}, Insur. Math. Econ. 63, 169--190 (2015; Zbl 1348.91184) Full Text: DOI OpenURL
Wang, Chou-Wen; Yang, Sharon S.; Huang, Hong-Chih Modeling multi-country mortality dependence and its application in pricing survivor index swaps – a dynamic copula approach. (English) Zbl 1348.62249 Insur. Math. Econ. 63, 30-39 (2015). MSC: 62P05 91B30 62M10 91D20 91G20 PDF BibTeX XML Cite \textit{C.-W. Wang} et al., Insur. Math. Econ. 63, 30--39 (2015; Zbl 1348.62249) 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
Hunt, Andrew; Blake, David Modelling longevity bonds: analysing the Swiss Re Kortis bond. (English) Zbl 1348.91150 Insur. Math. Econ. 63, 12-29 (2015). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, Insur. Math. Econ. 63, 12--29 (2015; Zbl 1348.91150) Full Text: DOI Link OpenURL
Gourieroux, Christian; Lu, Yang Love and death: a Freund model with frailty. (English) Zbl 1348.62237 Insur. Math. Econ. 63, 191-203 (2015). MSC: 62P05 62H05 91B30 PDF BibTeX XML Cite \textit{C. Gourieroux} and \textit{Y. Lu}, Insur. Math. Econ. 63, 191--203 (2015; Zbl 1348.62237) Full Text: DOI HAL 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