E-LIB Suche - Ergebnisse für: COUGHLAN, Guy

1

A General Framework for Analysing the Mortality Experience ..:

Cairns, Andrew J. G. ; Blake, David P. ; Dowd, Kevin...
European Actuarial Journal, 2022; https://doi.org/10.1007/s13385-022-00309-1. , 2022

Link: https://ssrn.com/abstrac..

2

A general framework for analysing the mortality experience ..:

Cairns, Andrew J. G. ; Blake, David ; Dowd, Kevin...
European Actuarial Journal. 12 (2022) 1 - p. 381-415 , 2022

Link: https://doi.org/10.1007/..

3

Le nouveau marché du risque de longévité:

BLAKE, David ; CAIRNS, Andrew ; COUGHLAN, Guy..
Revue d'économie financière. , 2016

Link: http://www.jstor.org/sta..

4

Longevity hedge effectiveness: a decomposition:

Cairns, Andrew J.G. ; Dowd, Kevin ; Blake, David.
Quantitative Finance. 14 (2013) 2 - p. 217-235 , 2013

Link: https://doi.org/10.1080/..

5

The New Life Market:

Blake, David ; Cairns, Andrew ; Coughlan, Guy..
Journal of Risk and Insurance. 80 (2013) 3 - p. 501-558 , 2013

Link: https://doi.org/10.1111/..

6

The New Life Market:

Blake, David ; Cairns, Andrew ; Coughlan, Guy..
The Journal of Risk and Insurance. 80 (2013) 3 - p. 501-557 , 2013

Link: https://www.jstor.org/st..

7

Longevity Risk and Hedging Solutions:

Coughlan, Guy ; Blake, David P. ; MacMinn, Richard D...
In Georges Dionne (Ed.), Handbook of Insurance, second edition, Springer, New York, 2013. , 2012

Link: https://ssrn.com/abstrac..

8

Longevity Hedging 101: A Framework for Longevity Basis Risk..:

Coughlan, Guy ; Khalaf-Allah, Marwa ; Ye, Yijing...
North American Actuarial Journal. 15 (2011) 2 - p. , 2011

Link: https://ssrn.com/abstrac..

9

Longevity Hedging 101: A Framework for Longevity Basis Risk..:

Coughlan, Guy D. ; Khalaf-Allah, Marwa ; Ye, Yijing...
North American Actuarial Journal. 15 (2011) 2 - p. 150-176 , 2011

Link: https://doi.org/10.1080/..

10

Mortality density forecasts: An analysis of six stochastic ..:

Cairns, Andrew J.G. ; Blake, David ; Dowd, Kevin...
Insurance: Mathematics and Economics. 48 (2011) 3 - p. 355-367 , 2011

Link: https://doi.org/10.1016/..

11

A Gravity Model of Mortality Rates for Two Related Populati..:

Dowd, Kevin ; Cairns, Andrew J. G. ; Blake, David..
North American Actuarial Journal. 15 (2011) 2 - p. 334-356 , 2011

Link: https://doi.org/10.1080/..

12

Evaluating the goodness of fit of stochastic mortality mode..:

Dowd, Kevin ; Cairns, Andrew J.G. ; Blake, David...
Insurance: Mathematics and Economics. 47 (2010) 3 - p. 255-265 , 2010

Link: https://doi.org/10.1016/..

13

Backtesting Stochastic Mortality Models: An Ex Post Evaluat..:

Dowd, Kevin ; Cairns, Andrew J. G. ; Blake, David...
North American Actuarial Journal. 14 (2010) 3 - p. 281-298 , 2010

Link: https://doi.org/10.1080/..

14

A Quantitative Comparison of Stochastic Mortality Models Us..:

Cairns, Andrew J. G. ; Blake, David ; Dowd, Kevin...
North American Actuarial Journal. 13 (2009) 1 - p. 1-35 , 2009

Link: https://doi.org/10.1080/..

15

Hedging Pension Longevity Risk: Practical Capital Markets S..:

Coughlan, Guy D. ; Epstein, David ; Khalaf-Allah, Marwa.
Asia-Pacific Journal of Risk and Insurance. 3 (2008) 1 - p. , 2008

Link: https://doi.org/10.2202/..