13 results
Modeling and management of cyber risk: a cross-disciplinary review
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- Annals of Actuarial Science , First View
- Published online by Cambridge University Press:
- 04 January 2024, pp. 1-40
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A changing climate for actuarial science
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- Annals of Actuarial Science / Volume 17 / Issue 3 / November 2023
- Published online by Cambridge University Press:
- 24 October 2023, pp. 415-419
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An assessment of model risk in pricing wind derivatives
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- Annals of Actuarial Science / Volume 17 / Issue 3 / November 2023
- Published online by Cambridge University Press:
- 21 September 2023, pp. 479-502
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The impact of long memory in mortality differentials on index-based longevity hedges
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- Journal of Demographic Economics / Volume 89 / Issue 3 / September 2023
- Published online by Cambridge University Press:
- 10 August 2023, pp. 533-552
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Rotation in age patterns of mortality decline: statistical evidence and modeling
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 2 / April 2023
- Published online by Cambridge University Press:
- 09 January 2023, pp. 621-652
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Managing the risk of mortality shocks
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- Annals of Actuarial Science / Volume 16 / Issue 3 / November 2022
- Published online by Cambridge University Press:
- 29 November 2022, pp. 425-427
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A multi-parameter-level model for simulating future mortality scenarios with COVID-alike effects
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- Annals of Actuarial Science / Volume 16 / Issue 3 / November 2022
- Published online by Cambridge University Press:
- 24 May 2022, pp. 453-477
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Asymmetry in mortality volatility and its implications on index-based longevity hedging
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- Annals of Actuarial Science / Volume 14 / Issue 2 / September 2020
- Published online by Cambridge University Press:
- 05 May 2020, pp. 278-301
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Assessing basis risk in index-based longevity swap transactions
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- Annals of Actuarial Science / Volume 13 / Issue 1 / March 2019
- Published online by Cambridge University Press:
- 04 July 2018, pp. 166-197
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THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK
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- ASTIN Bulletin: The Journal of the IAA / Volume 47 / Issue 1 / January 2017
- Published online by Cambridge University Press:
- 09 November 2016, pp. 79-151
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- January 2017
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Key Q-Duration: A Framework for Hedging Longevity Risk
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- ASTIN Bulletin: The Journal of the IAA / Volume 42 / Issue 2 / November 2012
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- 09 August 2013, pp. 413-452
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- November 2012
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A Semi-Markov Multiple State Model for Reverse Mortgage Terminations
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- Annals of Actuarial Science / Volume 6 / Issue 2 / 23 August 2012
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- 15 May 2012, pp. 235-257
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Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach
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- ASTIN Bulletin: The Journal of the IAA / Volume 39 / Issue 1 / May 2009
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- 09 August 2013, pp. 137-164
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- May 2009
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