No. 80-3, September 2013
Index
- Coherent Pricing of Life Settlements Under Asymmetric Information
- Incorporating Longevity Risk and Medical Information Into Life Settlement Pricing
- Informed Intermediation of Longevity Exposures
- Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities
- Living With Ambiguity: Pricing Mortality‐Linked Securities With Smooth Ambiguity Preferences
- Longevity Risk and Capital Markets: The 2011–2012 Update
- Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan
- Mortality Modeling With Non‐Gaussian Innovations and Applications to the Valuation of Longevity Swaps
- Pricing Standardized Mortality Securitizations: A Two‐Population Model With Transitory Jump Effects
- Robust Hedging of Longevity Risk
- The Life Care Annuity: A New Empirical Examination of an Insurance Innovation That Addresses Problems in the Markets for Life Annuities and Long‐Term Care Insurance
- The New Life Market