Lyu, Pintao; Li, Johnny Siu-Hang; Zhou, Kenneth Q. Socioeconomic differentials in mortality: implications on index-based longevity hedges. (English) Zbl 1520.91342 Scand. Actuar. J. 2023, No. 4, 359-387 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{P. Lyu} et al., Scand. Actuar. J. 2023, No. 4, 359--387 (2023; Zbl 1520.91342) Full Text: DOI
Zhao, Yixing; Mamon, Rogemar Annuity contract valuation under dependent risks. (English) Zbl 1443.91255 Japan J. Ind. Appl. Math. 37, No. 1, 1-23 (2020). MSC: 91G05 91G30 PDFBibTeX XMLCite \textit{Y. Zhao} and \textit{R. Mamon}, Japan J. Ind. Appl. Math. 37, No. 1, 1--23 (2020; Zbl 1443.91255) Full Text: DOI
Cairns, Andrew J. G.; Kallestrup-Lamb, Malene; Rosenskjold, Carsten; Blake, David; Dowd, Kevin Modelling socio-economic differences in mortality using a new affluence index. (English) Zbl 1427.91201 ASTIN Bull. 49, No. 3, 555-590 (2019). MSC: 91D20 60J85 PDFBibTeX XMLCite \textit{A. J. G. Cairns} et al., ASTIN Bull. 49, No. 3, 555--590 (2019; Zbl 1427.91201) Full Text: DOI Link
Li, Hong Dynamic hedging of longevity risk: the effect of trading frequency. (English) Zbl 1390.91194 ASTIN Bull. 48, No. 1, 197-232 (2018). MSC: 91B30 62P05 91D20 PDFBibTeX XMLCite \textit{H. Li}, ASTIN Bull. 48, No. 1, 197--232 (2018; Zbl 1390.91194) Full Text: DOI