Turnitin
降AI改写
早检测系统
早降重系统
Turnitin-UK版
万方检测-期刊版
维普编辑部版
Grammarly检测
Paperpass检测
checkpass检测
PaperYY检测
A unified theory of decentralized insurance
Decentralized insurance can be used to describe risk sharing mechanisms under which
participants trade risks among each other as opposed to passing risks mostly to an insurer in …
participants trade risks among each other as opposed to passing risks mostly to an insurer in …
Pricing longevity derivatives via Fourier transforms
JM Bravo, JPV Nunes - Insurance: Mathematics and Economics, 2021 - Elsevier
Longevity-linked derivatives are one of the most important longevity risk management
solutions for pension schemes and life annuity portfolios. In this paper, we decompose …
solutions for pension schemes and life annuity portfolios. In this paper, we decompose …
Longevity risk and capital markets: The 2019-20 update
D Blake, AJG Cairns - Insurance: Mathematics and Economics, 2021 - Elsevier
Abstract This Special Issue of Insurance: Mathematics and Economics contains 16
contributions to the academic literature all dealing with longevity risk and capital markets …
contributions to the academic literature all dealing with longevity risk and capital markets …
Longevity risk and capital markets: the 2021–22 update
D Blake, AJG Cairns, M Kallestrup-Lamb… - Journal of …, 2023 - cambridge.org
This special issue of the Journal of Demographic Economics contains 10 contributions to the
academic literature all dealing with longevity risk and capital markets. Draft versions of the …
academic literature all dealing with longevity risk and capital markets. Draft versions of the …
Statistical inference for Lee-Carter mortality model and corresponding forecasts
Q Liu, C Ling, L Peng - North American Actuarial Journal, 2019 - Taylor & Francis
Although the Lee-Carter model has become a benchmark in modeling mortality rates,
forecasting mortality risk, and hedging longevity risk, some serious issues exist on its …
forecasting mortality risk, and hedging longevity risk, some serious issues exist on its …
[PDF][PDF] Longevity risk and capital markets: The 2015-16 update
D Blake, N El Karoui, S Loisel… - Insurance: Mathematics …, 2018 - openaccess.city.ac.uk
Longevity risk and related capital market solutions have grown increasingly important in
recent years, both in academic research and in the market we refer to as the new Life …
recent years, both in academic research and in the market we refer to as the new Life …
Longevity risk and capital markets: the 2018–19 update
D Blake, AJG Cairns - Annals of Actuarial Science, 2020 - cambridge.org
Longevity risk and related capital market solutions have grown increasingly important in
recent years, both in academic research and in the markets we refer to as the Life Market …
recent years, both in academic research and in the markets we refer to as the Life Market …
Bias-corrected inference for a modified Lee–Carter mortality model
Q Liu, C Ling, D Li, L Peng - ASTIN Bulletin: The Journal of the IAA, 2019 - cambridge.org
As a benchmark mortality model in forecasting future mortality rates and hedging longevity
risk, the widely employed Lee–Carter model (Lee, RD and Carter, LR (1992) Modeling and …
risk, the widely employed Lee–Carter model (Lee, RD and Carter, LR (1992) Modeling and …
Constructing out-of-the-money longevity hedges using parametric mortality indexes
JSH Li, J Li, U Balasooriya, KQ Zhou - North American Actuarial …, 2021 - Taylor & Francis
Proposed by Chan, Li, and Li, parametric mortality indexes (ie, indexes created using the
time-varying parameters in a suitable stochastic mortality model) can be used to develop …
time-varying parameters in a suitable stochastic mortality model) can be used to develop …
Longevity risk and capital markets: the 2022–2023 update
D Blake, J Li - The Geneva Papers on Risk and Insurance-Issues and …, 2024 - Springer
Longevity risk and related capital market solutions have grown increasingly important in
recent years, both in academic research and in the markets we refer to as the life market, ie …
recent years, both in academic research and in the markets we refer to as the life market, ie …