Volume 36, issue 4, October 2011

SPECIAL ISSUE ON LONGEVITY

11 articles in this issue

Longevity Risk and Capital Markets: The 2010–2011 Update

Authors (first, second and last of 4)
- David Blake
- Christophe Courbage
- Michael Sherris
- Content type: Editorial
- Published: 28 October 2011
- Pages: 489 - 500
Longevity Risk from the Perspective of the ILS Markets

Authors
- Morton Lane
- Content type: Original Article
- Published: 28 October 2011
- Pages: 501 - 515
Longevity Risk in Fair Valuing Level 3 Assets in Securitised Portfolios

Authors
- Peter Macrae Mazonas
- Patrick John Eric Stallard
- Lynford Graham
- Content type: Original Article
- Published: 28 October 2011
- Pages: 516 - 543
Economic Pricing of Mortality-linked Securities in the Presence of Population Basis Risk

Authors
- Rui Zhou
- Johnny Siu-Hang Li
- Ken Seng Tan
- Content type: Original Article
- Published: 28 October 2011
- Pages: 544 - 566
Applications of Forward Mortality Factor Models in Life Insurance Practice

Authors
- Nan Zhu
- Daniel Bauer
- Content type: Original Article
- Published: 28 October 2011
- Pages: 567 - 594
Modelling Mortality with Common Stochastic Long-Run Trends

Authors
- Séverine Gaille
- Michael Sherris
- Content type: Original Article
- Published: 28 October 2011
- Pages: 595 - 621
Securitisation of Crossover Risk in Reverse Mortgages

Authors
- Hong-Chih Huang
- Chou-Wen Wang
- Yuan-Chi Miao
- Content type: Original Article
- Published: 28 October 2011
- Pages: 622 - 647
Securitisation and Tranching Longevity and House Price Risk for Reverse Mortgage Products

Authors
- Sharon S Yang
- Content type: Original Article
- Published: 28 October 2011
- Pages: 648 - 674
A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations

Authors
- Chou-Wen Wang
- Hong-Chih Huang
- I-Chien Liu
- Content type: Original Article
- Published: 28 October 2011
- Pages: 675 - 696
Using Reverse Mortgages to Hedge Longevity and Financial Risks for Life Insurers: A Generalised Immunisation Approach

Authors
- Jennifer L Wang
- Ming-hua Hsieh
- Yu-fen Chiu
- Content type: Original Article
- Published: 28 October 2011
- Pages: 697 - 717
A Study of Incidence Experience for Taiwan Life Insurance

Authors
- Ching-Syang Jack Yue
- Hong-Chih Huang
- Content type: Original Article
- Published: 28 October 2011
- Pages: 718 - 733

Volume 36, issue 4, October 2011

SPECIAL ISSUE ON LONGEVITY

Longevity Risk and Capital Markets: The 2010–2011 Update

Longevity Risk from the Perspective of the ILS Markets

Longevity Risk in Fair Valuing Level 3 Assets in Securitised Portfolios

Economic Pricing of Mortality-linked Securities in the Presence of Population Basis Risk

Applications of Forward Mortality Factor Models in Life Insurance Practice

Modelling Mortality with Common Stochastic Long-Run Trends

Securitisation of Crossover Risk in Reverse Mortgages

Securitisation and Tranching Longevity and House Price Risk for Reverse Mortgage Products

A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations

Using Reverse Mortgages to Hedge Longevity and Financial Risks for Life Insurers: A Generalised Immunisation Approach

A Study of Incidence Experience for Taiwan Life Insurance

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Volume 36, issue 4, October 2011

SPECIAL ISSUE ON LONGEVITY

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