Imperial College London
South Kensington campus
London, SW7 2AZ
Imperial College Business School
in Total Papers Downloads
in Total Papers Citations
Stochastic mortality, Lee-Carter model, mortality risk premium, fair valuation, mortality-linked securities
Fair value, options to annuitize, stochastic mortality, longevity risk, financial risk, doubly stochastic stopping times, affine processes
insurance contracts, surrender options, Least Squares Monte Carlo method, American contingent claims
Affine jump-diffusion, stochastic mortality, doubly stochastic processes, longevity risk, fair value
insurance contracts, surrender option, stochastic mortality, American contingent claims, Least Squares Monte Carlo method
stochastic mortality, Lee-Carter model, mortality projections, fair valuation, longevity risk
longevity risk, asymmetric information, security design, pooling, tranching
fair valuation, insurance liabilities, International Accounting Standards
longevity swap, counterparty risk, default risk, collateral, marking-to-market
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: JORI.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
insurance demand, default risk, catastrophe risk, limited liability, incomplete markets
Stochastic mortality, random fields, fair valuation, new business, affine processes
term assurances, endowments, annuities, interest rate risk, mortality risk, pooling risk
File name: jori1524.
Pension Liabilities, Liability-Driven Investment, Cross-Asset Correlation, Collateralization, Pension Buyouts, Over-the-Counter OTC Instruments
commercial property insurance, exposure rating, heavy tails, tail index, tail regression
k-forward, longevity risk, risk sharing, emerging economies, Asia-Pacific
Stochastic functional differential equations, delay equations, no-arbitrage pricing, human capital, sticky wages
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.727 seconds