Boumezoued, Alexandre; Elfassihi, Amal Mortality data correction in the absence of monthly fertility records. (English) Zbl 1467.91134 Insur. Math. Econ. 99, 486-508 (2021). MSC: 91G05 68T07 PDF BibTeX XML Cite \textit{A. Boumezoued} and \textit{A. Elfassihi}, Insur. Math. Econ. 99, 486--508 (2021; Zbl 1467.91134) Full Text: DOI HAL
McCarthy, David G.; Wang, Po-Lin Pooling mortality risk in eurozone state pension liabilities: an application of a Bayesian coherent multi-population cohort-based mortality model. (English) Zbl 1464.62421 Insur. Math. Econ. 99, 459-485 (2021). MSC: 62P05 91G05 PDF BibTeX XML Cite \textit{D. G. McCarthy} and \textit{P.-L. Wang}, Insur. Math. Econ. 99, 459--485 (2021; Zbl 1464.62421) Full Text: DOI
Broeders, Dirk; Mehlkopf, Roel; van Ool, Annick The economics of sharing macro-longevity risk. (English) Zbl 1467.91136 Insur. Math. Econ. 99, 440-458 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{D. Broeders} et al., Insur. Math. Econ. 99, 440--458 (2021; Zbl 1467.91136) Full Text: DOI
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
Li, Johnny Siu-Hang; Liu, Yanxin Recent declines in life expectancy: implication on longevity risk hedging. (English) Zbl 1465.91095 Insur. Math. Econ. 99, 376-394 (2021). MSC: 91G05 60H30 35Q91 PDF BibTeX XML Cite \textit{J. S. H. Li} and \textit{Y. Liu}, Insur. Math. Econ. 99, 376--394 (2021; Zbl 1465.91095) Full Text: DOI
Alvarez, Jesús-Adrián; Kallestrup-Lamb, Malene; Kjærgaard, Søren Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans. (English) Zbl 1467.91125 Insur. Math. Econ. 99, 363-375 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{J.-A. Alvarez} et al., Insur. Math. Econ. 99, 363--375 (2021; Zbl 1467.91125) Full Text: DOI
Balter, Anne G.; Kallestrup-Lamb, Malene; Rangvid, Jesper Macro longevity risk and the choice between annuity products: evidence from Denmark. (English) Zbl 1467.91130 Insur. Math. Econ. 99, 355-362 (2021). MSC: 91G05 62C12 62P05 PDF BibTeX XML Cite \textit{A. G. Balter} et al., Insur. Math. Econ. 99, 355--362 (2021; Zbl 1467.91130) Full Text: DOI
Kung, Ko-Lun; Liu, I-Chien; Wang, Chou-Wen Modeling and pricing longevity derivatives using Skellam distribution. (English) Zbl 1467.91143 Insur. Math. Econ. 99, 341-354 (2021). MSC: 91G05 91G20 62P05 PDF BibTeX XML Cite \textit{K.-L. Kung} et al., Insur. Math. Econ. 99, 341--354 (2021; Zbl 1467.91143) Full Text: DOI
Carbonneau, Alexandre Deep hedging of long-term financial derivatives. (English) Zbl 1467.91138 Insur. Math. Econ. 99, 327-340 (2021). MSC: 91G05 91G20 68T07 PDF BibTeX XML Cite \textit{A. Carbonneau}, Insur. Math. Econ. 99, 327--340 (2021; Zbl 1467.91138) Full Text: DOI arXiv
Börger, Matthias; Freimann, Arne; Ruß, Jochen A combined analysis of hedge effectiveness and capital efficiency in longevity hedging. (English) Zbl 1467.91132 Insur. Math. Econ. 99, 309-326 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Börger} et al., Insur. Math. Econ. 99, 309--326 (2021; Zbl 1467.91132) Full Text: DOI
Arnold, Séverine; Glushko, Viktoriya Cause-specific mortality rates: common trends and differences. (English) Zbl 1467.91127 Insur. Math. Econ. 99, 294-308 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{S. Arnold} and \textit{V. Glushko}, Insur. Math. Econ. 99, 294--308 (2021; Zbl 1467.91127) Full Text: DOI
Ji, Liuyan; Tan, Ken Seng; Yang, Fan Tail dependence and heavy tailedness in extreme risks. (English) Zbl 1467.91142 Insur. Math. Econ. 99, 282-293 (2021). MSC: 91G05 62P05 62H05 62G32 PDF BibTeX XML Cite \textit{L. Ji} et al., Insur. Math. Econ. 99, 282--293 (2021; Zbl 1467.91142) Full Text: DOI Link
Li, Hong; Tan, Ken Seng; Tuljapurkar, Shripad; Zhu, Wenjun Gompertz law revisited: forecasting mortality with a multi-factor exponential model. (English) Zbl 1467.91146 Insur. Math. Econ. 99, 268-281 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{H. Li} et al., Insur. Math. Econ. 99, 268--281 (2021; Zbl 1467.91146) Full Text: DOI
Lee, Wing Yan; Li, Xiaolong; Liu, Fangda; Shi, Yifan; Yam, Sheung Chi Phillip A Fourier-cosine method for finite-time ruin probabilities. (English) Zbl 1467.91144 Insur. Math. Econ. 99, 256-267 (2021). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{W. Y. Lee} et al., Insur. Math. Econ. 99, 256--267 (2021; Zbl 1467.91144) Full Text: DOI
Zhou, Rui; Ji, Min Modelling mortality dependence: an application of dynamic vine copula. (English) Zbl 1467.91155 Insur. Math. Econ. 99, 241-255 (2021). MSC: 91G05 62P05 62H05 PDF BibTeX XML Cite \textit{R. Zhou} and \textit{M. Ji}, Insur. Math. Econ. 99, 241--255 (2021; Zbl 1467.91155) Full Text: DOI
Berstein, Solange; Morales, Marco The role of a longevity insurance for defined contribution pension systems. (English) Zbl 1467.91131 Insur. Math. Econ. 99, 233-240 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{S. Berstein} and \textit{M. Morales}, Insur. Math. Econ. 99, 233--240 (2021; Zbl 1467.91131) Full Text: DOI
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
Bravo, Jorge M.; Ayuso, Mercedes; Holzmann, Robert; Palmer, Edward Addressing the life expectancy gap in pension policy. (English) Zbl 1467.91135 Insur. Math. Econ. 99, 200-221 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{J. M. Bravo} et al., Insur. Math. Econ. 99, 200--221 (2021; Zbl 1467.91135) Full Text: DOI
Redondo Lourés, Cristian; Cairns, Andrew J. G. Cause of death specific cohort effects in U.S. mortality. (English) Zbl 1467.91149 Insur. Math. Econ. 99, 190-199 (2021). MSC: 91G05 62P05 62M20 PDF BibTeX XML Cite \textit{C. Redondo Lourés} and \textit{A. J. G. Cairns}, Insur. Math. Econ. 99, 190--199 (2021; Zbl 1467.91149) Full Text: DOI
Souto Arias, Luis A.; Cirillo, Pasquale Joint and survivor annuity valuation with a bivariate reinforced urn process. (English) Zbl 1467.91151 Insur. Math. Econ. 99, 174-189 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{L. A. Souto Arias} and \textit{P. Cirillo}, Insur. Math. Econ. 99, 174--189 (2021; Zbl 1467.91151) Full Text: DOI
Bhattacharyya, Dhrubasish; Khan, Ruhul Ali; Mitra, Murari Tests for Laplace order dominance with applications to insurance data. (English) Zbl 1464.62268 Insur. Math. Econ. 99, 163-173 (2021). MSC: 62G10 62G30 62P05 PDF BibTeX XML Cite \textit{D. Bhattacharyya} et al., Insur. Math. Econ. 99, 163--173 (2021; Zbl 1464.62268) Full Text: DOI
Li, Han; Hyndman, Rob J. Assessing mortality inequality in the U.S.: what can be said about the future? (English) Zbl 1467.91145 Insur. Math. Econ. 99, 152-162 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{H. Li} and \textit{R. J. Hyndman}, Insur. Math. Econ. 99, 152--162 (2021; Zbl 1467.91145) Full Text: DOI
Koch-Medina, Pablo; Moreno-Bromberg, Santiago; Ravanelli, Claudia; Šikić, Mario Revisiting optimal investment strategies of value-maximizing insurance firms. (English) Zbl 1467.91207 Insur. Math. Econ. 99, 131-151 (2021). MSC: 91G50 91G05 PDF BibTeX XML Cite \textit{P. Koch-Medina} et al., Insur. Math. Econ. 99, 131--151 (2021; Zbl 1467.91207) Full Text: DOI
Kaas, R. (ed.); Laeven, R. J. A. (ed.) Editorial: Note from the editors. (English) Zbl 1464.00024 Insur. Math. Econ. 99, 130 (2021). MSC: 00B25 91-06 91G05 PDF BibTeX XML Cite \textit{R. Kaas} (ed.) and \textit{R. J. A. Laeven} (ed.), Insur. Math. Econ. 99, 130 (2021; Zbl 1464.00024) Full Text: DOI
Godin, Frédéric; Trottier, Denis-Alexandre Option pricing in regime-switching frameworks with the extended Girsanov principle. (English) Zbl 1467.91185 Insur. Math. Econ. 99, 116-129 (2021). MSC: 91G20 91G60 PDF BibTeX XML Cite \textit{F. Godin} and \textit{D.-A. Trottier}, Insur. Math. Econ. 99, 116--129 (2021; Zbl 1467.91185) Full Text: DOI
Gweon, Hyukjun; Li, Shu Batch mode active learning framework and its application on valuing large variable annuity portfolios. (English) Zbl 1467.91141 Insur. Math. Econ. 99, 105-115 (2021). MSC: 91G05 68T05 PDF BibTeX XML Cite \textit{H. Gweon} and \textit{S. Li}, Insur. Math. Econ. 99, 105--115 (2021; Zbl 1467.91141) Full Text: DOI
Schmeiser, Hato; Orozco-Garcia, Carolina The merits of pooling claims: mutual vs. stock insurers. (English) Zbl 1467.91150 Insur. Math. Econ. 99, 92-104 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{H. Schmeiser} and \textit{C. Orozco-Garcia}, Insur. Math. Econ. 99, 92--104 (2021; Zbl 1467.91150) Full Text: DOI
Hofert, Marius Right-truncated Archimedean and related copulas. (English) Zbl 1468.62288 Insur. Math. Econ. 99, 79-91 (2021). MSC: 62H05 62H10 PDF BibTeX XML Cite \textit{M. Hofert}, Insur. Math. Econ. 99, 79--91 (2021; Zbl 1468.62288) Full Text: DOI arXiv
Moenig, Thorsten Variable annuities: market incompleteness and policyholder behavior. (English) Zbl 1467.91147 Insur. Math. Econ. 99, 63-78 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{T. Moenig}, Insur. Math. Econ. 99, 63--78 (2021; Zbl 1467.91147) Full Text: DOI
Tsai, Cary Chi-Liang; Cheng, Echo Sihan Incorporating statistical clustering methods into mortality models to improve forecasting performances. (English) Zbl 1467.91153 Insur. Math. Econ. 99, 42-62 (2021). MSC: 91G05 62P05 62H30 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{E. S. Cheng}, Insur. Math. Econ. 99, 42--62 (2021; Zbl 1467.91153) Full Text: DOI Link
Wang, Ling; Wong, Hoi Ying Time-consistent longevity hedging with long-range dependence. (English) Zbl 1467.91154 Insur. Math. Econ. 99, 25-41 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{L. Wang} and \textit{H. Y. Wong}, Insur. Math. Econ. 99, 25--41 (2021; Zbl 1467.91154) Full Text: DOI
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Yang, Xinda On the modelling of multivariate counts with Cox processes and dependent shot noise intensities. (English) Zbl 1467.91128 Insur. Math. Econ. 99, 9-24 (2021). Reviewer: Klaus D. Schmidt (Dresden) MSC: 91G05 91G60 62P05 62H05 PDF BibTeX XML Cite \textit{B. Avanzi} et al., Insur. Math. Econ. 99, 9--24 (2021; Zbl 1467.91128) Full Text: DOI arXiv
Guillen, Montserrat; Bermúdez, Lluís; Pitarque, Albert Joint generalized quantile and conditional tail expectation regression for insurance risk analysis. (English) Zbl 1467.91139 Insur. Math. Econ. 99, 1-8 (2021). MSC: 91G05 62P05 62G08 PDF BibTeX XML Cite \textit{M. Guillen} et al., Insur. Math. Econ. 99, 1--8 (2021; Zbl 1467.91139) Full Text: DOI