181 Freedman Crescent
Winnipeg, Manitoba R3T 5V4
University of Manitoba - Asper School of Business
in Total Papers Downloads
in Total Papers Citations
Lee-Cater model, regime switching mortality model, mortality-linked securities
Mortality, Hedging, Swaps, Annuity, Life Insurance
Mortality Risk, Longevity Risk, Modeling, Securitization
Securitization, Catastrophes, Mortality Risks
Semiparametric bounds, joint tail probabilities, value at risk, moments, sum of square programming
defined benefit pension plan, funding, asset allocation, contribution, longevity risk hedging
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: jori1508.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Portfolio Management, CVaR
mortality risk, portfolio theory, conditional value-at-risk, moments method, downside risk
File name: JORI.
Stochastic process, interest rate, bond price, yield to maturity, market price of risk
Home Equity Conversion Mortgage (HECM); Non-Recourse Provision; Mortality Modeling; Conditional Esscher Transform
Moment problem, Semidefinite programming, VaR, Maximum entropy
Real Option Valuation, Epidemic Risk, Operational Risk Management, Regime-Switching Model, Dynamic Programming
File name: jori.
File name: jori.
Pension Buy-Ins and Buy-Outs, Bulk Annuity Insurers, Longevity Risk Transfer, Duality in Optimization
Defined Benefit Pension Plan, Risk Management, Pricing, Funding Options, Buyout Options
Securitization, Mortality, Annuities
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.678 seconds