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 …
A random forest algorithm to improve the Lee–Carter mortality forecasting: impact on q-forward
S Levantesi, A Nigri - Soft Computing, 2020 - Springer
Increased life expectancy in developed countries has led researchers to pay more attention
to mortality projection to anticipate changes in mortality rates. Following the scheme …
to mortality projection to anticipate changes in mortality rates. Following the scheme …
Pricing of longevity derivatives and cost of capital
F Zeddouk, P Devolder - Risks, 2019 - mdpi.com
Annuities providers become more and more exposed to longevity risk due to the increase in
life expectancy. To hedge this risk, new longevity derivatives have been proposed (longevity …
life expectancy. To hedge this risk, new longevity derivatives have been proposed (longevity …
Longevity risk and capital markets: the 2021–22 update
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 …
Longevity risk and capital markets: The 2013-14 update
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 new Life …
recent years, both in academic research and in the markets we refer to as the new Life …
On the economics of the longevity risk transfer market
M Börger, A Freimann, J Ruß - Journal of Risk and Insurance, 2023 - Wiley Online Library
We present a model of a longevity risk transfer market with different market players (primary
insurers, reinsurers, and capital market investors) and investigate how market dynamics and …
insurers, reinsurers, and capital market investors) and investigate how market dynamics and …
Longevity risk and capital markets: The 2015-16 update
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 …
Impact of Islamic Jurisprudential on Traditional Financial Customs and Legal Integration in Indonesia
RA Setiawan - Journal of Islamic Thought and Civilization, 2023 - journals.umt.edu.pk
The current research presented an insightful analysis of the dynamic relationship between
Islamic Jurisprudence and customary financial practices within the jurisdiction of Indonesia …
Islamic Jurisprudence and customary financial practices within the jurisdiction of Indonesia …
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 …
A model stacking approach for forecasting mortality
J Li - North American Actuarial Journal, 2023 - Taylor & Francis
This article adopts a machine learning method called stacked generalization for forecasting
mortality. The main idea is to combine the forecasts from different projection models or …
mortality. The main idea is to combine the forecasts from different projection models or …