Biffis, Enrico; Millossovich, Pietro A bidimensional approach to mortality risk. (English) Zbl 1160.91366 Decis. Econ. Finance 29, No. 2, 71-94 (2006). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{E. Biffis} and \textit{P. Millossovich}, Decis. Econ. Finance 29, No. 2, 71--94 (2006; Zbl 1160.91366) Full Text: DOI
Dahl, Mikkel; Møller, Thomas Valuation and hedging of life insurance liabilities with systematic mortality risk. (English) Zbl 1201.91089 Insur. Math. Econ. 39, No. 2, 193-217 (2006). MSC: 91B30 60H30 91G80 PDFBibTeX XMLCite \textit{M. Dahl} and \textit{T. Møller}, Insur. Math. Econ. 39, No. 2, 193--217 (2006; Zbl 1201.91089) Full Text: DOI
Ballotta, Laura; Haberman, Steven The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case. (English) Zbl 1101.60045 Insur. Math. Econ. 38, No. 1, 195-214 (2006). Reviewer: George Stoica (Saint John) MSC: 60H30 60H10 65C05 91G20 PDFBibTeX XMLCite \textit{L. Ballotta} and \textit{S. Haberman}, Insur. Math. Econ. 38, No. 1, 195--214 (2006; Zbl 1101.60045) Full Text: DOI Link
Dowd, Kevin; Cairns, Andrew J. G.; Blake, David Mortality-dependent financial risk measures. (English) Zbl 1168.91411 Insur. Math. Econ. 38, No. 3, 427-440 (2006). MSC: 91B30 91B82 91B28 62P05 PDFBibTeX XMLCite \textit{K. Dowd} et al., Insur. Math. Econ. 38, No. 3, 427--440 (2006; Zbl 1168.91411) Full Text: DOI