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42. 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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43. 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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44. 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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45. A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions. (2010). Kurachi, Yoshiyuki ; Kogure, Atsuyuki.
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46. On the pricing of longevity-linked securities. (2010). Borger, Matthias ; Ru, Jochen ; Bauer, Daniel.
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47. Hedging Pure Endowments with Mortality Derivatives. (2010). Young, Virginia R. ; Wang, Ting.
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48. Real World Pricing of Long Term Contracts. (2009). Platen, Eckhard.
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50. On stochastic mortality modeling. (2009). Plat, Richard.
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51. On age-period-cohort parametric mortality rate projections. (2009). Haberman, Steven ; Renshaw, Arthur.
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52. Stochastic portfolio specific mortality and the quantification of mortality basis risk. (2009). Plat, Richard.
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53. 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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54. A policyholders utility indifference valuation model for the guaranteed annuity option. (2009). Silla, Sebastiano ; Grasselli, Matheus R.
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55. 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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56. Quadratic stochastic intensity and prospective mortality tables. (2008). Monfort, Alain ; gourieroux, christian.
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57. Valuation of the interest rate guarantee embedded in defined contribution pension plans. (2008). Yang, Sharon S. ; Yueh, Meng-Lan ; Tang, Chun-Hua.
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58. 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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59. Assessing the cost of capital for longevity risk. (2008). Pitacco, Ermanno ; Olivieri, Annamaria.
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60. 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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61. Assessing Investment and Longevity Risks within Immediate Annuities. (2007). Weber, Frederik ; Bauer, Daniel.
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62. Life is Cheap: Using Mortality Bonds to Hedge Aggregate Mortality Risk. (2006). Webb, Anthony ; Friedberg, Leora.
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63. The Impact of Aggregate Mortality Risk on Defined Benefit Pension Plans. (2006). Webb, Anthony ; Friedberg, Leora ; Dushi, Irena.
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