V. Elena
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 V. Elena trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts V. Elena overall
Papers from V. Elena's perspective
Ordered by how strongly the researchers V. Elena 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