Blake, David; Boardman, Tom; Cairns, Andrew Sharing longevity risk: why governments should issue longevity bonds. (English) Zbl 1412.91033 N. Am. Actuar. J. 18, No. 1, 258-277 (2014). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{D. Blake} et al., N. Am. Actuar. J. 18, No. 1, 258--277 (2014; Zbl 1412.91033) Full Text: DOI Link OpenURL
Kogure, Atsuyuki; Li, Jackie; Kamiya, Shinichi A Bayesian multivariate risk-neutral method for pricing reverse mortgages. (English) Zbl 1412.91047 N. Am. Actuar. J. 18, No. 1, 242-257 (2014). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{A. Kogure} et al., N. Am. Actuar. J. 18, No. 1, 242--257 (2014; Zbl 1412.91047) Full Text: DOI Link OpenURL
Alai, Daniel H.; Chen, Hua; Cho, Daniel; Hanewald, Katja; Sherris, Michael Developing equity release markets: risk analysis for reverse mortgages and home reversions. (English) Zbl 1412.91028 N. Am. Actuar. J. 18, No. 1, 217-241 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{D. H. Alai} et al., N. Am. Actuar. J. 18, No. 1, 217--241 (2014; Zbl 1412.91028) Full Text: DOI OpenURL
Mayhew, Les; Smith, David Gender convergence in human survival and the postponement of death. (English) Zbl 1412.91051 N. Am. Actuar. J. 18, No. 1, 194-216 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{L. Mayhew} and \textit{D. Smith}, N. Am. Actuar. J. 18, No. 1, 194--216 (2014; Zbl 1412.91051) Full Text: DOI OpenURL
Villegas, Andrés M.; Haberman, Steven On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England. (English) Zbl 1412.91057 N. Am. Actuar. J. 18, No. 1, 168-193 (2014). MSC: 91B30 62P05 62M20 PDF BibTeX XML Cite \textit{A. M. Villegas} and \textit{S. Haberman}, N. Am. Actuar. J. 18, No. 1, 168--193 (2014; Zbl 1412.91057) Full Text: DOI Link OpenURL
Zhou, Rui; Wang, Yujiao; Kaufhold, Kai; Li, Johnny Siu-Hang; Tan, Ken Seng Modeling period effects in multi-population mortality models: applications to Solvency II. (English) Zbl 1412.91060 N. Am. Actuar. J. 18, No. 1, 150-167 (2014). MSC: 91B30 62P05 62M20 PDF BibTeX XML Cite \textit{R. Zhou} et al., N. Am. Actuar. J. 18, No. 1, 150--167 (2014; Zbl 1412.91060) Full Text: DOI OpenURL
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo Detecting common longevity trends by a multiple population approach. (English) Zbl 1412.91041 N. Am. Actuar. J. 18, No. 1, 139-149 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{V. D'Amato} et al., N. Am. Actuar. J. 18, No. 1, 139--149 (2014; Zbl 1412.91041) Full Text: DOI Link OpenURL
Hunt, Andrew; Blake, David A general procedure for constructing mortality models. (English) Zbl 1412.91045 N. Am. Actuar. J. 18, No. 1, 116-138 (2014). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, N. Am. Actuar. J. 18, No. 1, 116--138 (2014; Zbl 1412.91045) Full Text: DOI Link OpenURL
Zhu, Nan; Bauer, Daniel A cautionary note on natural hedging of longevity risk. (English) Zbl 1412.91061 N. Am. Actuar. J. 18, No. 1, 104-115 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{N. Zhu} and \textit{D. Bauer}, N. Am. Actuar. J. 18, No. 1, 104--115 (2014; Zbl 1412.91061) Full Text: DOI OpenURL
Bisetti, Emilio; Favero, Carlo A. Measuring the impact of longevity risk on pension systems: the case of Italy. (English) Zbl 1412.91032 N. Am. Actuar. J. 18, No. 1, 87-103 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{E. Bisetti} and \textit{C. A. Favero}, N. Am. Actuar. J. 18, No. 1, 87--103 (2014; Zbl 1412.91032) Full Text: DOI Link 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
Aro, Helena Systematic and nonsystematic mortality risk in pension portfolios. (English) Zbl 1412.91029 N. Am. Actuar. J. 18, No. 1, 59-67 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Aro}, N. Am. Actuar. J. 18, No. 1, 59--67 (2014; Zbl 1412.91029) Full Text: DOI arXiv OpenURL
Chan, Wai-Sum; Li, Johnny Siu-Hang; Li, Jackie The CBD mortality indexes: modeling and applications. (English) Zbl 1412.91037 N. Am. Actuar. J. 18, No. 1, 38-58 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W.-S. Chan} et al., N. Am. Actuar. J. 18, No. 1, 38--58 (2014; Zbl 1412.91037) Full Text: DOI OpenURL
Chuang, Shuo-Li; Brockett, Patrick L. Modeling and pricing longevity derivatives using stochastic mortality rates and the Esscher transform. (English) Zbl 1412.91040 N. Am. Actuar. J. 18, No. 1, 22-37 (2014). MSC: 91B30 91G20 60G51 PDF BibTeX XML Cite \textit{S.-L. Chuang} and \textit{P. L. Brockett}, N. Am. Actuar. J. 18, No. 1, 22--37 (2014; Zbl 1412.91040) Full Text: DOI OpenURL
Biffis, Enrico; Blake, David Keeping some skin in the game: how to start a capital market in longevity risk transfers. (English) Zbl 1412.91031 N. Am. Actuar. J. 18, No. 1, 14-21 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{E. Biffis} and \textit{D. Blake}, N. Am. Actuar. J. 18, No. 1, 14--21 (2014; Zbl 1412.91031) Full Text: DOI Link 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