Stochastic Mortality: The Impact on Target Capital

By A. Olivieri, E. Pitacco. 2009

54 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, General Health Professions

View Paper: https://www.semanticscholar.org/paper/27ae81dfaa6aa48e89b48e56ac89bff506c2e8b8

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Andrew J. G. Cairns
2. Elena Vigna
3. Kevin Dowd
4. David P. Blake
5. Mary R. Hardy
6. H. Booth
7. L. Tickle
8. Johnny Siu-Hang Li

In Economics and Econometrics

1. Andrew J. G. Cairns
2. H. Booth
3. L. Tickle

In General Health Professions

1. Andrew J. G. Cairns
2. Kevin Dowd
3. David P. Blake
4. Elena Vigna

Citations in the corpus

• Modelling and management of longevity risk: Approximations to survivor functions and dynamic hedging (2011, background): “This paper considers the question of how to hedge a portfolio of pension liabilities where cashflows are exposed to longevity risk: that is, contingent on the development of uncertain aggregate mortality rates over a period of years.”