J. Piggott
with Detzel · 2001–2005
A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.
Whom J. Piggott trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts J. Piggott overall
Papers from J. Piggott's perspective
Ordered by how strongly the researchers J. Piggott trusts endorse each paper. Same corpus, a different order for every researcher.
- SURVIVOR BONDS: HELPING To HEDGE MORTALITY RISK
- Premium Calculation by Transforming the Layer Premium Density
- Arbitrage Theory in Continuous Time
- Individual Risk in an Investment-Based Social Security System
- Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
- Modelling Extremal Events for Insurance and Finance
- The fair value of guaranteed annuity options
- Mortality derivatives and the option to annuitise
- Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
- Valuation and hedging of life insurance liabilities with systematic mortality risk
Their papers
- The Simple Analytics of a Pooled Annuity Fund (2005) — 167 citations
- Vat Base Broadening, Self Supply, and the Informal Sector (2001) — 157 citations