Luciano Elisa
Demography · 2008
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Demography — 6 citations into it
Whom Luciano Elisa trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- M. Dahl
- Enrico Biffis
- Natacha Brouhns
- E. Pitacco
- Elisa Luciano
- Michel Denuit
- M. Milevsky
- Jeroen K. Vermunt
- Andrew J. G. Cairns
Who trusts Luciano Elisa overall
Papers from Luciano Elisa's perspective
Ordered by how strongly the researchers Luciano Elisa trusts endorse each paper. Same corpus, a different order for every researcher.
- Mortality derivatives and the option to annuitise
- Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk* (ASTIN Bulletin: The Journal of the International Actuarial Association)
- Affine Processes for Dynamic Mortality and Actuarial Valuations
- Survival models in a dynamic context: a survey
- Non Mean Reverting Affine Processes for Stochastic Mortality
- A Poisson log-bilinear approach to the construction of projected lifetables
- A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration
- Valuation and hedging of life insurance liabilities with systematic mortality risk
- Securitization of Life Insurance Assets and Liabilities
Their papers
- Mortality risk via affine stochastic intensities: calibration and empirical relevance (2008) — 71 citations