Martin Melchior

Demography · 2008

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Demography — 8 citations into it; #3,069 of 4,236 by trust here, #3,433 by citations
• Economics and Econometrics — 6 citations into it; #18,746 of 23,481 by trust here, #20,730 by citations
• Finance — 5 citations into it

Whom Martin Melchior trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. M. Dahl

Who trusts Martin Melchior overall

1. Andrew J. G. Cairns

Papers from Martin Melchior's perspective

Ordered by how strongly the researchers Martin Melchior trusts endorse each paper. Same corpus, a different order for every researcher.

1. The fair value of guaranteed annuity options
2. Mortality derivatives and the option to annuitise
3. Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
4. Valuation and hedging of life insurance liabilities with systematic mortality risk
5. Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk* (ASTIN Bulletin: The Journal of the International Actuarial Association)
6. Securitization of Mortality Risks in Life Annuities
7. Securitization of Life Insurance Assets and Liabilities
8. Rational hedging and valuation of integrated risks under constant absolute risk aversion
9. Market Price of Risk Specifications for Affine Models: Theory and Evidence
10. From actuarial to financial valuation principles

Their papers

• On systematic mortality risk and risk-minimization with survivor swaps (2008) — 111 citations