Freimann, Arne Pricing longevity-linked securities in the presence of mortality trend changes. (English) Zbl 1475.91298 ASTIN Bull. 51, No. 2, 411-447 (2021). Reviewer: Piotr Jaworski (Warszawa) MSC: 91G05 91G30 62P10 PDF BibTeX XML Cite \textit{A. Freimann}, ASTIN Bull. 51, No. 2, 411--447 (2021; Zbl 1475.91298) Full Text: DOI OpenURL
Leung, Melvern; Fung, Man Chung; O’Hare, Colin A comparative study of pricing approaches for longevity instruments. (English) Zbl 1416.91200 Insur. Math. Econ. 82, 95-116 (2018). MSC: 91B30 91G20 91-04 62P05 PDF BibTeX XML Cite \textit{M. Leung} et al., Insur. Math. Econ. 82, 95--116 (2018; Zbl 1416.91200) Full Text: DOI OpenURL
Bravo, Jorge Miguel; El Mekkaoui de Freitas, Najat Valuation of longevity-linked life annuities. (English) Zbl 1398.91316 Insur. Math. Econ. 78, 212-229 (2018). MSC: 91B30 91G20 62P05 PDF BibTeX XML Cite \textit{J. M. Bravo} and \textit{N. El Mekkaoui de Freitas}, Insur. Math. Econ. 78, 212--229 (2018; Zbl 1398.91316) Full Text: DOI OpenURL
Wang, Ting; Young, Virginia R. Hedging pure endowments with mortality derivatives. (English) Zbl 1369.91100 Insur. Math. Econ. 69, 238-255 (2016). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{T. Wang} and \textit{V. R. Young}, Insur. Math. Econ. 69, 238--255 (2016; Zbl 1369.91100) Full Text: DOI arXiv 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
Bauer, Daniel; Börger, Matthias; Ruß, Jochen On the pricing of longevity-linked securities. (English) Zbl 1231.91142 Insur. Math. Econ. 46, No. 1, 139-149 (2010). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{D. Bauer} et al., Insur. Math. Econ. 46, No. 1, 139--149 (2010; Zbl 1231.91142) Full Text: DOI OpenURL