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1. Do All Savings Matter Equally? Saving Types and Emotional Well-Being Among Older Adults: Evidence from Panel Data. (2024). Bialowolski, Piotr ; Xiao, Jing Jian ; Weziak-Bialowolska, Dorota.
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2. Pricing and hedging of longevity basis risk through securitization. (2022). Devolder, Pierre ; Zeddouk, Fadoua.
   In: LIDAM Discussion Papers ISBA.
   RePEc:aiz:louvad:2022038.

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3. Non-life insurance cancellation: a systematic quantitative literature review. (2021). Matos, Nelson ; Leiria, Manuel ; Rebelo, Efigenio.
   In: The Geneva Papers on Risk and Insurance - Issues and Practice.
   RePEc:pal:gpprii:v:46:y:2021:i:4:d:10.1057_s41288-020-00187-2.

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4. Accelerated Failure Time Models: An Application in Insurance Attrition. (2020). Majeed, Abdul-Fatawu.
   In: Post-Print.
   RePEc:hal:journl:hal-02953269.

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5. Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution. (2019). Vernic, Raluca ; Bolance, Catalina.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:85:y:2019:i:c:p:89-103.

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6. Home and Motor insurance joined at a household level using multivariate credibility. (2019). Denuit, Michel ; Trufin, Julien ; Pechon, Florian.
   In: LIDAM Discussion Papers ISBA.
   RePEc:aiz:louvad:2019013.

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7. “Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution”. (2017). Vernic, Raluca ; Bolance, Catalina.
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   RePEc:ira:wpaper:201718.

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8. Multivariate Frequency-Severity Regression Models in Insurance. (2016). Yang, LU ; Lee, Gee ; Frees, Edward W.
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9. Modeling mortality and pricing life annuities with Lévy processes. (2015). Ahmadi, Seyed Saeed ; Gaillardetz, Patrice.
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10. The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds. (2015). Liu, Yanxin.
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11. Accounting for severity of risk when pricing insurance products. (2014). Guillen, Montserrat ; Alemany, Ramon ; Bolance, Catalina.
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12. Mortality surface by means of continuous time cohort models. (2013). luciano, elisa ; Jevti, Petar ; Vigna, Elena.
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13. Etablierung eines außerbörslichen Kapitalmarktes für das Langlebigkeitsrisiko. (2012). Bohm, Thomas ; Waldvogel, Felix .
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14. Multistate models in health insurance. (2012). Christiansen, Marcus.
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15. Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy.. (2012). Favero, Carlo ; Bisetti, Emilio.
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16. The customer, the insurer and the market. (2012). Dutang, Christophe.
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17. Market-consistent embedded value in non-life insurance: how to measure it and why. (2012). Eling, Martin ; Diers, Dorothea ; Kraus, Christian ; Reu, Andreas .
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18. Optimal retirement consumption with a stochastic force of mortality. (2012). Milevsky, Moshe ; Salisbury, Thomas S. ; Huang, Huaxiong.
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19. A logistic regression approach to estimating customer profit loss due to lapses in insurance. (2011). Guillen, Montserrat ; Perez-Marin, Ana Maria.
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20. Longevity risks and capital markets: The 2010-2011 update. (2011). Blake, David ; MacMinn, Richard ; Sherris, Michael ; Courbage, Christophe.
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21. Longevity hedge effectiveness: a decomposition. (2011). Blake, David ; Dowd, Kevin ; Coughlan, Guy ; Cairns, Andrew.
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22. Longevity risk and capital markets: The 2009-2010 update. (2011). Blake, David ; Cox, Samuel ; MacMinn, Richard ; Brockett, Patrick.
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23. Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities. (2011). Mitchell, Olivia ; Kartashov, Vasily ; Rogalla, Ralph ; Maurer, Raimond.
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25. A recursive approach to mortality-linked derivative pricing. (2011). Dhaene, Jan ; Shang, Zhaoning ; Goovaerts, Marc.
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26. Time-simultaneous prediction bands: A new look at the uncertainty involved in forecasting mortality. (2011). Chan, Wai-Sum ; Li, Johnny Siu-Hang.
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27. Calibrating affine stochastic mortality models using term assurance premiums. (2011). Fabozzi, Frank ; Russo, Vincenzo ; Rachev, Svetlozar ; Ortobelli, Sergio ; Giacometti, Rosella.
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28. Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives. (2011). Sherris, Michael ; Ngai, Andrew .
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29. Mortality density forecasts: An analysis of six stochastic mortality models. (2011). Blake, David ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy D. ; Epstein, David ; Cairns, Andrew J. G., .
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31. Pricing Longevity Bonds Using Affine-Jump Diffusion Models. (2011). Bravo, Jorge.
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32. Canonical Valuation of Mortality‐Linked Securities. (2011). Li, Johnny Siuhang ; Ng, Andrew CheukYin .
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33. Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models. (2011). Hyndman, Rob ; Booth, Heather ; Yasmeen, Farah .
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34. Sharing longevity risk: Why governments should issue longevity bonds. (2010). Blake, David ; Boardman, Tom ; Cairns, Andrew.
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35. On the robustness of longevity risk pricing. (2010). Zhao, Lin ; Zhang, Lihong ; Chen, Bingzheng.
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36. Evaluating the goodness of fit of stochastic mortality models. (2010). Blake, David ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy D. ; Epstein, David ; Cairns, Andrew J. G., .
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37. Pricing longevity risk with the parametric bootstrap: A maximum entropy approach. (2010). Li, Johnny Siu-Hang.
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38. A linear algebraic method for pricing temporary life annuities and insurance policies. (2010). Mamon, R. ; Date, P. ; Jalen, L. ; Wang, I. C..
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39. An additive stochastic model of mortality rates: An application to longevity risk in reserve evaluation. (2010). Lin, Tzuling ; Tzeng, Larry Y..
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40. Modeling longevity risks using a principal component approach: A comparison with existing stochastic mortality models. (2010). Yang, Sharon S. ; Yue, Jack C. ; Huang, Hong-Chih.
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41. On the optimal product mix in life insurance companies using conditional value at risk. (2010). Tsai, Jeffrey ; Tzeng, Larry Y. ; Wang, Jennifer L..
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44. Hedging Pure Endowments with Mortality Derivatives. (2010). Young, Virginia R. ; Wang, Ting.
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46. NDC v FDC: Pros, cons and replication. (2009). Blake, David.
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47. On stochastic mortality modeling. (2009). Plat, Richard.
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48. On age-period-cohort parametric mortality rate projections. (2009). Haberman, Steven ; Renshaw, Arthur.
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49. Stochastic portfolio specific mortality and the quantification of mortality basis risk. (2009). Plat, Richard.
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50. Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities. (2009). Milevsky, Moshe ; Bayraktar, Erhan ; Young, Virginia R. ; Promislow, David S..
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51. A policyholders utility indifference valuation model for the guaranteed annuity option. (2009). Silla, Sebastiano ; Grasselli, Matheus R.
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52. Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers. (2008). Blake, David ; Dowd, Kevin ; Cairns, Andrew.
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54. Valuation of the interest rate guarantee embedded in defined contribution pension plans. (2008). Yang, Sharon S. ; Yueh, Meng-Lan ; Tang, Chun-Hua.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:42:y:2008:i:3:p:920-934.

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55. Longevity risk and the Grim Reapers toxic tail: The survivor fan charts. (2008). Blake, David ; Dowd, Kevin ; Cairns, Andrew J. G., .
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    RePEc:eee:insuma:v:42:y:2008:i:3:p:1062-1066.

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56. Assessing the cost of capital for longevity risk. (2008). Pitacco, Ermanno ; Olivieri, Annamaria.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:42:y:2008:i:3:p:1013-1021.

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57. Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities. (2008). Milevsky, Moshe ; Bayraktar, Erhan ; Young, Virginia ; Promislow, David .
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    RePEc:arx:papers:0802.3250.

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58. Assessing Investment and Longevity Risks within Immediate Annuities. (2007). Weber, Frederik ; Bauer, Daniel.
    In: Discussion Papers in Business Administration.
    RePEc:lmu:msmdpa:1982.

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59. Life is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk. (2006). Webb, Anthony ; Friedberg, Leora.
    In: NBER Working Papers.
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60. The Impact of Aggregate Mortality Risk on Defined Benefit Pension Plans. (2006). Webb, Anthony ; Friedberg, Leora ; Dushi, Irena.
    In: Working Papers, Center for Retirement Research at Boston College.
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61. Too much cocited documents. This list is not complete

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