On the optimal product mix in life insurance companies using conditional value at risk

By J. T. Tsai, Jennifer L. Wang, Larry Y. Tzeng. 2010

62 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, General Health Professions

View Paper: https://www.semanticscholar.org/paper/a64b206def333140371726a23a2cf144502fb6ab

Citations in the corpus

• The New Life Market (2013, unknown): “, Denuit, 2009) • Longevity risk hedging (e.g., Dahl and Møller, 2006; Friedberg and Webb, 2007; Cairns et al., 2008, 2013; Coughlan et al., 2008; Tsai et al., 2010; Wang et al., 2010; Coughlan et al., 2011; Li and Hardy, 2011; Tzeng et al., 2011; and Wang et al., 2011b) • Improvements in the analys”