Advanced search
Publication Cover
North American Actuarial Journal Volume 25, 2021 - Issue sup1: Longevity Risk and Capital Markets - Longevity 12 and Longevity 13
Submit an article Journal homepage
192
Views
4
CrossRef citations to date
0
Altmetric
Longevity 13 Articles

Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies

Andrew Hunt1 Pacific Life Re, London, United KingdomCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-9901-2276
ORCID Icon &
David Blake2 Pensions Institute, Cass Business School, City University of London, London, United KingdomORCID Iconhttps://orcid.org/0000-0002-2453-2090
ORCID Icon
Pages S508-S533 | Published online: 24 Feb 2020

Citations (4)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (2)

Andrew Hunt & David Blake. (2021) Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing. North American Actuarial Journal 25:sup1, pages S482-S507.
Read now
Andrew Hunt & David Blake. (2021) A Bayesian Approach to Modeling and Projecting Cohort Effects. North American Actuarial Journal 25:sup1, pages S235-S254.
Read now

Articles from other publishers (2)

David Blake & Andrew J.G. Cairns. (2021) Longevity risk and capital markets: The 2019-20 update. Insurance: Mathematics and Economics 99, pages 395-439.
Crossref
Chengguo Weng, Ken Seng Tan & Jingong Zhang. (2020) Optimal Dynamic Longevity Hedge with Basis Risk. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.