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Longevity risk in life insurance products

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  • Stevens, R.S.P.

    (Tilburg University, School of Economics and Management)

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  • Stevens, R.S.P., 2011. "Longevity risk in life insurance products," Other publications TiSEM 6533a354-2d66-4219-8086-f, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:6533a354-2d66-4219-8086-fa3eaac19f3e
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1308052/thesisRalph.pdf
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    References listed on IDEAS

    as
    1. Vidal-Meliá, Carlos & Lejárraga-García, Ana, 2006. "Demand for life annuities from married couples with a bequest motive," Journal of Pension Economics and Finance, Cambridge University Press, vol. 5(2), pages 197-229, July.
    2. Rui Yao, 2005. "Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints," The Review of Financial Studies, Society for Financial Studies, vol. 18(1), pages 197-239.
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    Cited by:

    1. Elisa Luciano & Luca Regis & Elena Vigna, 2017. "Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(3), pages 961-986, September.
    2. Jevtić, Petar & Regis, Luca, 2015. "Assessing the solvency of insurance portfolios via a continuous-time cohort model," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 36-47.
    3. van Gulick, Gerwald & De Waegenaere, Anja & Norde, Henk, 2012. "Excess based allocation of risk capital," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 26-42.
    4. Boonen, T.J. & De Waegenaere, A.M.B. & Norde, H.W., 2012. "Bargaining for Over-The Counter Risk Redistributions : The Case of Longevity Risk," Discussion Paper 2012-090, Tilburg University, Center for Economic Research.
    5. Boonen, T.J. & De Waegenaere, A.M.B. & Norde, H.W., 2012. "Bargaining for Over-The Counter Risk Redistributions : The Case of Longevity Risk," Other publications TiSEM 666aa6f1-2d07-413c-90da-a, Tilburg University, School of Economics and Management.

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