26
H index
51
i10 index
2190
Citations
City University | 26 H index 51 i10 index 2190 Citations RESEARCH PRODUCTION: 123 Articles 44 Papers 1 Books 5 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with David Blake. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 16 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
Working Papers / Geary Institute, University College Dublin | 2 |
Year | Title of citing document | |
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2020 | Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans. (2020). Kallestrup-Lamb, Malene ; Alvarez, Jesus-Adrian ; Kjargaard, Soren. In: CREATES Research Papers. RePEc:aah:create:2020-17. Full description at Econpapers || Download paper | |
2021 | Spillovers of Senior Mutual Fund Managers’ Capital Raising Ability. (2021). Xu, Yue. In: CREATES Research Papers. RePEc:aah:create:2022-03. Full description at Econpapers || Download paper | |
2020 | Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving. (2020). Lu, Yang ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020016. Full description at Econpapers || Download paper | |
2020 | Model-Independent Price Bounds for Catastrophic Mortality Bonds. (2016). Sabanis, Sotirios ; Bahl, Raj Kumari . In: Papers. RePEc:arx:papers:1607.07108. Full description at Econpapers || Download paper | |
2020 | Optimal investment-consumption problem post-retirement with a minimum guarantee. (2018). Dadashi, Hassan. In: Papers. RePEc:arx:papers:1803.00611. Full description at Econpapers || Download paper | |
2020 | Stochastic modeling of assets and liabilities with mortality risk. (2020). Pennanen, Teemu ; Armstrong, John ; Maffra, Sergio Alvares. In: Papers. RePEc:arx:papers:2005.09974. Full description at Econpapers || Download paper | |
2020 | The optimal investment strategy of a DC pension plan under deposit loan spread and the O-U process. (2020). Xu, Xiao. In: Papers. RePEc:arx:papers:2005.10661. Full description at Econpapers || Download paper | |
2020 | False (and Missed) Discoveries in Financial Economics. (2020). Liu, Yan ; Harvey, Campbell R. In: Papers. RePEc:arx:papers:2006.04269. Full description at Econpapers || Download paper | |
2020 | Reduced-form setting under model uncertainty with non-linear affine processes. (2020). Oberpriller, Katharina ; Biagini, Francesca. In: Papers. RePEc:arx:papers:2006.14307. Full description at Econpapers || Download paper | |
2020 | Deep neural network for optimal retirement consumption in defined contribution pension system. (2020). Langren, Nicolas ; Chen, Wen. In: Papers. RePEc:arx:papers:2007.09911. Full description at Econpapers || Download paper | |
2020 | Volterra mortality model: Actuarial valuation and risk management with long-range dependence. (2020). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling. In: Papers. RePEc:arx:papers:2009.09572. Full description at Econpapers || Download paper | |
2020 | Pricing and Hedging the No-Negative-Equity Guarantee in Equity-Release Mortgages. (2020). Jacka, Saul ; Engelbrecht, Kevin. In: Papers. RePEc:arx:papers:2010.02511. Full description at Econpapers || Download paper | |
2021 | A Framework of Multivariate Utility Optimization with General Benchmarks. (2021). Zhang, Litian ; Liang, Zongxia ; Liu, Yang. In: Papers. RePEc:arx:papers:2101.06675. Full description at Econpapers || Download paper | |
2021 | A Two-Population Mortality Model to Assess Longevity Basis Risk. (2021). Ozen, Selin ; Csahin, Csule. In: Papers. RePEc:arx:papers:2101.06690. Full description at Econpapers || Download paper | |
2021 | Optimal management of DC pension fund under relative performance ratio and VaR constraint. (2021). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2103.04352. Full description at Econpapers || Download paper | |
2021 | Risk-dependent centrality in the Brazilian stock market. (2021). Rodrigues, Francisco Aparecido ; de Moraes, Kaue Lopes ; Alexandre, Michel. In: Papers. RePEc:arx:papers:2103.09059. Full description at Econpapers || Download paper | |
2021 | On the Investment Strategies in Occupational Pension Plans. (2021). Bosserhoff, Frank ; Stadje, Mitja ; Sorensen, Nils ; Chen, AN. In: Papers. RePEc:arx:papers:2104.08956. Full description at Econpapers || Download paper | |
2022 | Mortality in Germany during the Covid-19 pandemic. (2021). Uhlig, Dana ; Pichler, Alois. In: Papers. RePEc:arx:papers:2107.12899. Full description at Econpapers || Download paper | |
2021 | Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model. (2021). Devriendt, Sander ; Antonio, Katrien ; Robben, Jens. In: Papers. RePEc:arx:papers:2111.10164. Full description at Econpapers || Download paper | |
2021 | Mild to classical solutions for XVA equations under stochastic volatility. (2021). Kalinin, Alexander ; Graceffa, Federico ; Brigo, Damiano. In: Papers. RePEc:arx:papers:2112.11808. Full description at Econpapers || Download paper | |
2022 | Optimal annuitization post-retirement with labor income. (2022). Gao, Xiang ; Jevti, Petar ; Pirvu, Traian A ; Hyndman, Cody. In: Papers. RePEc:arx:papers:2202.04220. Full description at Econpapers || Download paper | |
2020 | Developmental Patterns of Voluntary Pensions in CEE Countries: Analysis through the Bass Diffusion Model Reflecting the Observational Learning Mechanism. (2020). Yakymova, Larysa. In: Economic Studies journal. RePEc:bas:econst:y:2020:i:4:p:166-192. Full description at Econpapers || Download paper | |
2020 | Equity risk versus retirement adequacy: asset allocation solutions for KiwiSaver. (2020). Bianchi, Robert J ; MacDonald, Kirsten L ; Drew, Michael E. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3851-3873. Full description at Econpapers || Download paper | |
2021 | The silver tsunami: an enquiry into the financial needs, preferences and behaviours of retirees. (2021). Gu, Yuanyuan ; Feng, Jun ; Walker, Ruth ; Chambers, Barbara. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:645-687. Full description at Econpapers || Download paper | |
2021 | The ‘right’ level for the superannuation guarantee: identifying the key considerations. (2021). Warren, Geoffrey J ; Tang, Yifu ; Khemka, Gaurav. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4435-4474. Full description at Econpapers || Download paper | |
2020 | False (and Missed) Discoveries in Financial Economics. (2020). Harvey, Campbell R ; Liu, Yan. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2503-2553. Full description at Econpapers || Download paper | |
2020 | Longevity forecasting by socioâ€economic groups using compositional data analysis. (2020). Kallestruplamb, Malene ; Oeppen, Jim ; Bergeronboucher, Mariepier ; Ergemen, Yunus Emre ; Kjargaard, Sren. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:1167-1187. Full description at Econpapers || Download paper | |
2021 | Quantifying longevity gaps using micro?level lifetime data. (2021). Vellekoop, Michel ; Antonio, Katrien ; van Berkum, Frank . In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:2:p:548-570. Full description at Econpapers || Download paper | |
2020 | Market Price of Longevity Risk for a Multiâ€Cohort Mortality Model With Application to Longevity Bond Option Pricing. (2020). Ziveyi, Jonathan ; Sherris, Michael ; Xu, Yajing. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:3:p:571-595. Full description at Econpapers || Download paper | |
2021 | 80 will be the new 70: Old?age mortality postponement in the United States and its likely effect on the finances of the OASI program. (2021). McCarthy, David. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:2:p:381-412. Full description at Econpapers || Download paper | |
2021 | Wishart?gamma random effects models with applications to nonlife insurance. (2021). Lu, Yang ; Denuit, Michel. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:2:p:443-481. Full description at Econpapers || Download paper | |
2020 | Actuarial Modeling and Analysis of the Hong Kong Life Annuity Scheme. (2020). Li, Siu-Hang ; Wai-Sum, Chan ; Koon-Shing, Kwong. In: Asia-Pacific Journal of Risk and Insurance. RePEc:bpj:apjrin:v:14:y:2020:i:1:p:12:n:2. Full description at Econpapers || Download paper | |
2021 | Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Miguelbravo, Jorge. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9408. Full description at Econpapers || Download paper | |
2020 | Does Concurrent Management of Mutual Funds and Pension Plans Create Conflicts of Interest?. (2020). Marti, Carmen Pilar. In: Ensayos de EconomÃa. RePEc:col:000418:018307. Full description at Econpapers || Download paper | |
2020 | Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502. Full description at Econpapers || Download paper | |
2020 | Living Longer in High Longevity Risk. (2020). Jung, Hojin ; Kim, Jong-Min ; Wingenbach, Rachel. In: JODE - Journal of Demographic Economics. RePEc:ctl:louvde:v:86:y:2020:i:1:p:47-86. Full description at Econpapers || Download paper | |
2020 | Does mood affect institutional herding?. (2020). Ozturkkal, Belma ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:26:y:2020:i:c:s2214635019303119. Full description at Econpapers || Download paper | |
2020 | Managerial multi-tasking, Team diversity, and mutual fund performance. (2020). Zhou, SI ; Xie, LI ; Chen, Jean Jinghan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302108. Full description at Econpapers || Download paper | |
2021 | Recession managers and mutual fund performance. (2021). Zhou, Si ; Lasfer, Meziane ; Song, Wei ; Chen, Jie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001310. Full description at Econpapers || Download paper | |
2021 | The UK pensions landscape – A critique of the role of accountants and accounting technologies in the treatment of social and societal risks. (2021). Paisey, Nicholas J ; Kaifala, Gabriel B. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:75:y:2021:i:c:s1045235419300619. Full description at Econpapers || Download paper | |
2021 | Salience, systemic risk and spectral risk measures as capital requirements. (2021). Matyska, Branka. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000208. Full description at Econpapers || Download paper | |
2020 | Portfolio choice after retirement: Should self-annuitisation strategies hold more equities?. (2020). Te, EN ; Basu, Anup K ; Wiafe, Osei K. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:241-255. Full description at Econpapers || Download paper | |
2022 | The efficiency of primary sovereign bond markets in Turkey: The so-called Fisher puzzle reconsidered. (2022). Sunal, Onur . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:255-261. Full description at Econpapers || Download paper | |
2021 | Herding in Open-end Funds: Evidence from China. (2021). Li, Shouwei ; Wang, HU ; Ma, Yuyin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000516. Full description at Econpapers || Download paper | |
2021 | Welfare systems without economic growth: A review of the challenges and next steps for the field. (2021). Jackson, Tim ; Druckman, Angela ; Walker, Christine Corlet. In: Ecological Economics. RePEc:eee:ecolec:v:186:y:2021:i:c:s0921800921001245. Full description at Econpapers || Download paper | |
2020 | How profitable are Equity Release Mortgages?. (2020). Dowd, Kevin ; Buckner, Dean. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520304110. Full description at Econpapers || Download paper | |
2020 | Optimal investment with S-shaped utility and trading and Value at Risk constraints: An application to defined contribution pension plan. (2020). Zheng, Harry ; Dong, Yinghui. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:2:p:341-356. Full description at Econpapers || Download paper | |
2020 | Simple explicit formula for near-optimal stochastic lifestyling. (2020). Černý, Aleš ; Melicherik, Igor . In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:769-778. Full description at Econpapers || Download paper | |
2021 | Horses for courses: Mean-variance for asset allocation and 1/N for stock selection. (2021). Sutcliffe, Charles ; Ye, Xiaoxia ; Platanakis, Emmanouil. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:302-317. Full description at Econpapers || Download paper | |
2021 | Bayesian Value-at-Risk backtesting: The case of annuity pricing. (2021). Li, Youwei ; Leung, Melvern ; Vigne, Samuel A ; Pantelous, Athanasios A. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:2:p:786-801. Full description at Econpapers || Download paper | |
2021 | Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk. (2021). Clare, Andrew ; Jang, Chul ; Owadally, Iqbal. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:3:p:1132-1146. Full description at Econpapers || Download paper | |
2022 | Optimal dynamic longevity hedge with basis risk. (2022). Zhang, Jinggong ; Weng, Chengguo ; Tan, Ken Seng. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:1:p:325-337. Full description at Econpapers || Download paper | |
2022 | Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty. (2022). Yannacopoulos, A N ; Weber, G.-W., ; Szczepaski, M ; Kolodziejczyk, K ; Dopierala, L ; Baltas, I. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:3:p:1162-1174. Full description at Econpapers || Download paper | |
2021 | Improved inference for fund alphas using high-dimensional cross-sectional tests. (2021). Yan, Yayi ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:57-81. Full description at Econpapers || Download paper | |
2020 | Network structures and idiosyncratic contagion in the European sovereign credit default swap market. (2020). Yang, Lu ; Chen, Wang ; Ho, Kung-Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302386. Full description at Econpapers || Download paper | |
2020 | Impact of directors networks on corporate social responsibility: A cross country study. (2020). Lodh, Suman ; Nandy, Monomita ; Wang, Jin ; Kaur, Jaskaran. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302441. Full description at Econpapers || Download paper | |
2021 | How sub-optimal are age-based life-cycle investment products?. (2021). Warren, Geoffrey J ; Steffensen, Mogens ; Khemka, Gaurav. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302623. Full description at Econpapers || Download paper | |
2021 | Guest editor networking in special issues. (2021). Siganos, Antonios. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001113. Full description at Econpapers || Download paper | |
2021 | Alumni social networks and hedge fund performance: Evidence from China. (2021). Wei, Lijian ; Jianwei, LI ; Wang, Fan ; Lin, Junqin. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002544. Full description at Econpapers || Download paper | |
2022 | The UK equity release market: Views from the regulatory authorities, product providers and advisors. (2022). French, Declan ; McKillop, Donal ; Sharma, Tripti. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003100. Full description at Econpapers || Download paper | |
2022 | Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161. Full description at Econpapers || Download paper | |
2021 | Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting. (2021). Stadje, Mitja ; Bosserhoff, Frank. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:130-146. Full description at Econpapers || Download paper | |
2021 | Forecasting mortality with international linkages: A global vector-autoregression approach. (2021). Shi, Yanlin ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:59-75. Full description at Econpapers || Download paper | |
2022 | On non-negative equity guarantee calculations with macroeconomic variables related to house prices. (2022). Tunaru, Radu ; Quaye, Enoch ; Badescu, Alexandru. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:103:y:2022:i:c:p:119-138. Full description at Econpapers || Download paper | |
2022 | Multi-population mortality modeling: When the data is too much and not enough. (2022). Tsai, Chenghsien Jason ; Kuo, Weiyu ; MacMinn, Richard D ; Kung, Ko-Lun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:103:y:2022:i:c:p:41-55. Full description at Econpapers || Download paper | |
2020 | Pitfalls and merits of cointegration-based mortality models. (2020). Jallbjorn, Snorre ; Jarner, Soren F. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:90:y:2020:i:c:p:80-93. Full description at Econpapers || Download paper | |
2020 | An age-at-death distribution approach to forecast cohort mortality. (2020). Kjargaard, Soren ; Basellini, Ugofilippo ; Camarda, Carlo Giovanni. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:129-143. Full description at Econpapers || Download paper | |
2020 | Incorporating hierarchical credibility theory into modelling of multi-country mortality rates. (2020). di Wu, Adelaide ; Tsai, Cary Chi-Liang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:37-54. Full description at Econpapers || Download paper | |
2020 | A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates. (2020). Kleinow, Torsten ; Ungolo, Francesco ; MacDonald, Angus S. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:68-84. Full description at Econpapers || Download paper | |
2020 | On the asymptotic equilibrium of a population system with migration. (2020). Varga, Zoltan ; Bianchi, Sergio ; Attias, Anna ; Pianese, Augusto. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:115-127. Full description at Econpapers || Download paper | |
2020 | Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age?. (2020). Milevsky, Moshe A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:147-161. Full description at Econpapers || Download paper | |
2020 | The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty. (2020). Liu, Yanxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:1-26. Full description at Econpapers || Download paper | |
2020 | Optimal dynamic asset allocation for DC plan accumulation/decumulation: Ambition-CVAR. (2020). Forsyth, Peter A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:230-245. Full description at Econpapers || Download paper | |
2020 | Incorporating crossed classification credibility into the Lee–Carter model for multi-population mortality data. (2020). Pitselis, Georgios ; Bozikas, Apostolos. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:353-368. Full description at Econpapers || Download paper | |
2020 | Modelling life tables with advanced ages: An extreme value theory approach. (2020). Ning, XU ; Maller, Ross ; Huang, Fei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:95-115. Full description at Econpapers || Download paper | |
2020 | A more meaningful parameterization of the Lee–Carter model. (2020). Xu, Jianhui ; Tickle, Leonie ; de Jong, Piet. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:1-8. Full description at Econpapers || Download paper | |
2020 | Optimal investment–consumption problem: Post-retirement with minimum guarantee. (2020). Dadashi, Hassan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:160-181. Full description at Econpapers || Download paper | |
2020 | Levelling the playing field: A VIX-linked structure for funded pension schemes. (2020). Begin, Jean-Franois. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:58-78. Full description at Econpapers || Download paper | |
2020 | Spatial patterns of mortality in the United States: A spatial filtering approach. (2020). Paez, Antonio ; Jevti, Petar ; Cupido, Kyran. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:28-38. Full description at Econpapers || Download paper | |
2021 | Volterra mortality model: Actuarial valuation and risk management with long-range dependence. (2021). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:1-14. Full description at Econpapers || Download paper | |
2021 | Model-independent price bounds for Catastrophic Mortality Bonds. (2021). Sabanis, Sotirios ; Bahl, Raj Kumari . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:276-291. Full description at Econpapers || Download paper | |
2021 | Pricing longevity derivatives via Fourier transforms. (2021). Vidal, Joo Pedro ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:81-97. Full description at Econpapers || Download paper | |
2021 | Mortality options: The point of view of an insurer. (2021). Schmidli, Hanspeter ; Schmeck, Maren Diane. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:98-115. Full description at Econpapers || Download paper | |
2021 | A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems. (2021). Castaneda, Ranu ; Chavez-Bedoya, Luis. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:97:y:2021:i:c:p:7-23. Full description at Econpapers || Download paper | |
2021 | Mortality forecasting using factor models: Time-varying or time-invariant factor loadings?. (2021). Huang, Fei ; He, Lingyu ; Yang, Yanrong ; Shi, Jianjie. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:14-34. Full description at Econpapers || Download paper | |
2021 | Optimal investment for a retirement plan with deferred annuities. (2021). Jang, Chul ; Owadally, Iqbal ; Clare, Andrew. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:51-62. Full description at Econpapers || Download paper | |
2021 | Assessing mortality inequality in the U.S.: What can be said about the future?. (2021). Hyndman, Rob J ; Li, Han. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:152-162. Full description at Econpapers || Download paper | |
2021 | Cause of death specific cohort effects in U.S. mortality. (2021). , Andrew ; Loures, Cristian Redondo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:190-199. Full description at Econpapers || Download paper | |
2021 | Addressing the life expectancy gap in pension policy. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:200-221. Full description at Econpapers || Download paper | |
2021 | It takes two: Why mortality trend modeling is more than modeling one mortality trend. (2021). Schupp, Johannes ; Russ, Jochen ; Borger, Matthias . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:222-232. Full description at Econpapers || Download paper | |
2021 | Modelling mortality dependence: An application of dynamic vine copula. (2021). Ji, Min ; Zhou, Rui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:241-255. Full description at Econpapers || Download paper | |
2021 | Time-consistent longevity hedging with long-range dependence. (2021). Wong, Hoi Ying ; Wang, Ling. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:25-41. Full description at Econpapers || Download paper | |
2021 | Gompertz law revisited: Forecasting mortality with a multi-factor exponential model. (2021). Zhu, Wenjun ; Tuljapurkar, Shripad ; Tan, Ken Seng ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:268-281. Full description at Econpapers || Download paper | |
2021 | Cause-specific mortality rates: Common trends and differences. (2021). Glushko, Viktoriya ; Arnold, Severine. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:294-308. Full description at Econpapers || Download paper | |
2021 | A combined analysis of hedge effectiveness and capital efficiency in longevity hedging. (2021). Russ, Jochen ; Freimann, Arne ; Borger, Matthias . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:309-326. Full description at Econpapers || Download paper | |
2021 | Modeling and pricing longevity derivatives using Skellam distribution. (2021). Wang, Chou-Wen ; Liu, I-Chien ; I-Chien Liu, ; Kung, Ko-Lun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:341-354. Full description at Econpapers || Download paper | |
2021 | Macro longevity risk and the choice between annuity products: Evidence from Denmark. (2021). Rangvid, Jesper ; Kallestrup-Lamb, Malene ; Balter, Anne G. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:355-362. Full description at Econpapers || Download paper | |
2021 | Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans. (2021). Kjargaard, Soren ; Kallestrup-Lamb, Malene ; Alvarez, Jesus-Adrian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:363-375. Full description at Econpapers || Download paper | |
2021 | Recent declines in life expectancy: Implication on longevity risk hedging. (2021). Liu, Yanxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:376-394. Full description at Econpapers || Download paper | |
2021 | Incorporating statistical clustering methods into mortality models to improve forecasting performances. (2021). Cheng, Echo Sihan ; Tsai, Cary Chi-Liang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:42-62. Full description at Econpapers || Download paper | |
2021 | The economics of sharing macro-longevity risk. (2021). van Ool, Annick ; Mehlkopf, Roel ; Broeders, Dirk. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:440-458. Full description at Econpapers || Download paper | |
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