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2. Modeling and Forecasting Health Expectancy: Theoretical Framework and Application. (2013). Nusselder, Wilma ; Stevens, Ralph ; Baal, Pieter ; MacKenbach, Johan ; Majer, Istvan.
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3. Time to death and the forecasting of macro-level health care expenditures: Some further considerations. (2012). van Baal, Pieter H. ; Wong, Albert.
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4. Individual Post-Retirement Longevity Risk Management Under Systematic Mortality Risk. (2011). Piggott, John ; Hanewald, Katja ; Sherris, Michael.
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5. Managing Systematic Mortality Risk with Group Self Pooling and Annuitisation Schemes. (2011). Sherris, Michael ; Qiao, Chao .
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1. Collective longevity swap: A novel longevity risk transfer solution and its economic pricing. (2022). Li, Hong ; Schultze, Mark ; Chen, AN.
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2. Care-dependent tontines. (2022). Chen, Yusha ; Xu, Xian.
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3. Mortality/Longevity Risk-Minimization with or without Securitization. (2021). Choulli, Tahir ; Vanmaele, Michele ; Daveloose, Catherine.
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4. Longevity risk and capital markets: The 2019-20 update. (2021). Blake, David.
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5. Modeling and pricing longevity derivatives using Skellam distribution. (2021). Kung, Ko-Lun ; Liu, I-Chien ; Wang, Chou-Wen.
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6. A combined analysis of hedge effectiveness and capital efficiency in longevity hedging. (2021). Borger, Matthias ; Russ, Jochen ; Freimann, Arne.
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7. It takes two: Why mortality trend modeling is more than modeling one mortality trend. (2021). Borger, Matthias ; Schupp, Johannes ; Russ, Jochen.
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8. Mortality options: The point of view of an insurer. (2021). Schmeck, Maren Diane ; Schmidli, Hanspeter.
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9. A decomposition of general premium principles into risk and deviation. (2021). Riedel, Frank ; Nendel, Max ; Schmeck, Maren Diane.
   In: Insurance: Mathematics and Economics.
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10. Market Price of Longevity Risk for a Multi‐Cohort Mortality Model With Application to Longevity Bond Option Pricing. (2020). Xu, Yajing ; Sherris, Michael ; Ziveyi, Jonathan.
    In: Journal of Risk & Insurance.
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11. Decomposition of General Premium Principles into Risk and Deviation. (2020). Riedel, Frank ; Nendel, Max ; Schmeck, Maren Diane.
    In: Center for Mathematical Economics Working Papers.
    RePEc:bie:wpaper:638.

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12. A decomposition of general premium principles into risk and deviation. (2020). Riedel, Frank ; Nendel, Max ; Schmeck, Maren Diane.
    In: Papers.
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13. Pricing of Longevity Derivatives and Cost of Capital. (2019). Devolder, Pierre ; Zeddouk, Fadoua.
    In: Risks.
    RePEc:gam:jrisks:v:7:y:2019:i:2:p:41-:d:222838.

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14. Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives. (2019). Sherris, Michael ; Fung, Man Chung ; Ignatieva, Katja.
    In: Risks.
    RePEc:gam:jrisks:v:7:y:2019:i:1:p:2-:d:194650.

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15. Options on tontines: An innovative way of combining tontines and annuities. (2019). Rach, Manuel ; Chen, AN.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:89:y:2019:i:c:p:182-192.

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16. Mortality Options: the Point of View of an Insurer. (2019). Schmeck, Maren Diane ; Schmidli, Hanspeter.
    In: Center for Mathematical Economics Working Papers.
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17. Modeling Longevity Risk using Consistent Dynamics Affine Mortality Models. (2018). Bedoui, Rihab ; Kedidi, Islem.
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18. A comparative study of pricing approaches for longevity instruments. (2018). Leung, Melvern ; Fung, Man Chung ; Ohare, Colin.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:82:y:2018:i:c:p:95-116.

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19. Robust evaluation of SCR for participating life insurances under Solvency II. (2018). Pelsser, Antoon ; Devolder, Pierre ; Hainaut, Donatien.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:79:y:2018:i:c:p:107-123.

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20. Do actuaries believe in longevity deceleration?. (2018). PLANCHET, Frédéric ; Loisel, Stéphane ; Debonneuil, Edouard.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:78:y:2018:i:c:p:325-338.

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21. Valuation of longevity-linked life annuities. (2018). EL MEKKAOUI, NAJAT ; Bravo, Jorge.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:78:y:2018:i:c:p:212-229.

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22. Longevity risk and capital markets: The 2015–16 update. (2018). Loisel, Stéphane ; Blake, David ; MacMinn, Richard ; el Karoui, Nicole.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:78:y:2018:i:c:p:157-173.

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23. Mortality/longevity Risk-Minimization with or without securitization. (2018). Choulli, Tahir ; Vanmaele, Michele ; Daveloose, Catherine.
    In: Papers.
    RePEc:arx:papers:1805.11844.

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24. Maximum Market Price of Longevity Risk under Solvency Regimes: The Case of Solvency II. (2017). Menzietti, Massimiliano ; Levantesi, Susanna.
    In: Risks.
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25. Longevity-linked assets and pre-retirement consumption/portfolio decisions. (2017). Regis, Luca ; Menoncin, Francesco.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:76:y:2017:i:c:p:75-86.

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26. Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Morales, Marco ; Blake, David ; Sun, Tao ; MacMinn, Richard D ; Chen, Hua.
    In: Journal of Risk & Insurance.
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27. Hedging pure endowments with mortality derivatives. (2016). Young, Virginia R ; Wang, Ting.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:69:y:2016:i:c:p:238-255.

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28. The Cost of Counterparty Risk and Collateralization in Longevity Swaps. (2016). Blake, David ; Pitotti, Lorenzo ; Biffis, Enrico ; Sun, Ariel .
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:83:y:2016:i:2:p:387-419.

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29. On the forward rate concept in multi-state life insurance. (2015). Christiansen, Marcus ; Niemeyer, Andreas .
    In: Finance and Stochastics.
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30. Longevity assets and pre-retirement consumption/portfolio decisions. (2015). Regis, Luca ; Menoncin, Francesco.
    In: Working Papers.
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31. Heterogeneous Expectations and Speculative Behavior in Insurance-Linked Securities. (2015). Zheng, Min.
    In: Discrete Dynamics in Nature and Society.
    RePEc:hin:jnddns:574091.

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32. A new defined benefit pension risk measurement methodology. (2015). Brockett, Patrick L ; Ai, Jing ; Jacobson, Allen F.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:63:y:2015:i:c:p:40-51.

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33. The choice of sample size for mortality forecasting: A Bayesian learning approach. (2015). Li, Hong ; De Waegenaere, Anja ; Melenberg, Bertrand.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:63:y:2015:i:c:p:153-168.

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34. Multi-population mortality models: A factor copula approach. (2015). Sun, Tao ; MacMinn, Richard ; Chen, Hua.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:63:y:2015:i:c:p:135-146.

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35. Longevity bond pricing under the threshold CIR model. (2015). Wong, Hoi Ying ; Dong, Fangyuan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:15:y:2015:i:c:p:195-207.

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36. Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives. (2015). Sherris, Michael ; Fung, Man Chung ; Ignatieva, Katja.
    In: Papers.
    RePEc:arx:papers:1508.00090.

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37. Consistent dynamic affine mortality models for longevity risk applications. (2013). Sherris, Michael ; Blackburn, Craig .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:1:p:64-73.

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38. Longevity bond pricing under stochastic interest rate and mortality with regime-switching. (2013). Siu, Tak Kuen ; Shen, Yang.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:52:y:2013:i:1:p:114-123.

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39. Living With Ambiguity: Pricing Mortality-Linked Securities With Smooth Ambiguity Preferences. (2013). Zhu, Wenge ; Sun, Tao ; Sherris, Michael ; Chen, Hua.
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:80:y:2013:i:3:p:705-732.

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40. The New Life Market. (2013). Blake, David ; MacMinn, Richard ; Dowd, Kevin ; Coughlan, Guy ; Cairns, Andrew.
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:80:y:2013:i:3:p:501-558.

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41. Liability-driven investment in longevity risk management. (2013). Pennanen, Teemu ; Aro, Helena.
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42. Bargaining for Over-The Counter Risk Redistributions : The Case of Longevity Risk. (2012). Boonen, T J ; Norde, H W ; De Waegenaere, A. M. B., .
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43. Bargaining for Over-The Counter Risk Redistributions : The Case of Longevity Risk. (2012). Norde, Henk ; De Waegenaere, Anja ; Boonen, T. J. ; De Waegenaere, A. M. B., .
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44. Multidimensional Lee–Carter model with switching mortality processes. (2012). Hainaut, Donatien.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:50:y:2012:i:2:p:236-246.

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45. Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products : The Effect of Investment Risk. (2011). Stevens, R. S. P., ; De Waegenaere, A. M. B., ; Melenberg, B.
    In: Other publications TiSEM.
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46. Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products : The Effect of Investment Risk. (2011). Melenberg, Bertrand ; De Waegenaere, Anja ; Stevens, R. S. P., ; De Waegenaere, A. M. B., .
    In: Discussion Paper.
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47. Longevity risk and capital markets: The 2009-2010 update. (2011). Blake, David ; Cox, Samuel ; MacMinn, Richard ; Brockett, Patrick.
    In: MPRA Paper.
    RePEc:pra:mprapa:28868.

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48. Longevity risk. (2010). De Waegenaere, Anja ; Stevens, R. ; De Waegenaere, A. M. B., ; Melenberg, B..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:fa89b4b3-82f5-4c65-8c2c-b6b5697d7fc3.

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49. On the robustness of longevity risk pricing. (2010). Zhao, Lin ; Zhang, Lihong ; Chen, Bingzheng.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:47:y:2010:i:3:p:358-373.

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50. Hedging Pure Endowments with Mortality Derivatives. (2010). Young, Virginia R. ; Wang, Ting.
    In: Papers.
    RePEc:arx:papers:1011.0248.

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