106 Bunhill Row
London, EC1Y 8TZ
United Kingdom
City University London - The Business School
SSRN RANKINGS
in Total Papers Citations
financial crisis, upcoming economic crisis, fiat money, monetary policy, currency debasement, money supply, government and money, central banking
hedge effectiveness, correlation, mark-to-model, valuation model, simulation, value hedging, longevity risk, stochastic mortality, population basis risk, recalibration risk
Buy-Outs; Buy-Ins; Longevity Insurance; Longevity Bonds; Longevity Swaps; q-Forwards; Tail-Risk Protection; Basis Risk; Credit Risk; Regulatory Capital; Collateral; Liquidity; Stochastic Mortality Models; Longevity Risk Premium; Longevity-Linked Securities; Reinsurance Sidecars
Baby boom, cohort-births-deaths exposures methodology, convexity adjustment ratio, deaths, graphical diagnostics, population data
Regulatory Risk Modeling, forecasting models, risk measure, procyclicality, Fed Stress Tests, SCAP, CCA, CapRP, DFAST
Affluence index, Danish mortality data, CBD-X model, gravity model
Longevity hedging, longevity index, longevity basis risk, stochastic mortality, two populations, hedge effectiveness
mortality rates, Cairns-Blake-Dowd mortality model, CBDX mortality model
Asset bubbles, U.S. financial crisis, U.S. economic policy, American monetary policy, United States federal reserve bank