Assessing the solvency of insurance portfolios via a continuous time cohort model
Year of publication: |
2014-07
|
---|---|
Authors: | Jevtic', Petar ; Regis, Luca |
Institutions: | Economics, Markets, Institutions, IMT Lucca Institute for Advanced Studies |
Subject: | longevity risk | natural hedging | continuous-time cohort models for longevity | solvency of insurance portfolios | solvency requirements | longevity and interest-rate risk |
-
Assessing the solvency of insurance portfolios via a continuous-time cohort model
Jevtić, Petar, (2015)
-
Assessing the solvency of insurance portfolios via a continuous-time cohort model
Jevtić, Petar, (2015)
-
Single and cross-generation natural hedging of longevity and financial risk
Luciano, Elisa, (2012)
- More ...
-
Longevity assets and pre-retirement consumption/portfolio decisions
Menoncin, Francesco, (2015)
-
The Value of Failures in Pharmaceutical R&D
Chio, Jing-Yuan, (2012)
-
Cerina, Federica, (2014)
- More ...