Mortality Risk Modeling: Applications to Insurance Securitization

By Samuel H. Cox, Yijia Lin, H. Pedersen. 2010

90 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, General Health Professions

View Paper: https://www.semanticscholar.org/paper/5f733e2600bf7dae667476ce013d33172fbce31c

Citations in the corpus

• Longevity Bond Premiums: The Extreme Value Approach and Risk Cubic Pricing (2010, unknown): “Other studies onmortality jumpmodels include Bauer and Kramer (2007); Hainaut andDevolder (2007); Cox et al. (2008); Lin and Cox (2008); Chen et al. (2009).”
• Pricing Standardized Mortality Securitizations: A Two‐Population Model with Transitory Jump Effects (2013, unknown): “Dowd et al. (2011) developed a gravity mortality model for two-related but different sized populations.”
• The New Life Market (2013, unknown): “…et al. (2008b), Bauer et al. (2008, 2010a), Hari et al. (2008), Hatzopoulos and Haberman (2009, 2011), Biffis et al. (2010b), Debonneuil (2010), Cox et al. (2010), Yang et al. (2010), D’Amato et al. (2011), Milidonis et al. (2011), Wang et al. (2011a), Zhu and Bauer (2011), Aleksic and Börger…”