Browse
We’re here to help

Find guidance on Author Services

Login | Register

Login
Register

Cart Add to Cart

Search
Browse
We’re here to help

Find guidance on Author Services

Home
All Journals
North American Actuarial Journal
List of Issues
Volume 18, Issue 1

North American Actuarial Journal

Search in:

Advanced search Citation search

Citation search

Ready to submit?
Start a new submission or continue a submission in progress
Go to submission site
Instructions for authors
Editorial policies
Editing services site

About this journalAbout

Latest articles
Current issue
All volumes & issues
Special issues
Collections
Open access articles
Most read articles
Most cited articles

New content alerts
RSS

Subscription options & pricing

Buy a subscription

Your download is now in progress and you may close this window

Did you know that with a free Taylor & Francis Online account you can gain access to the following benefits?

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Have an account?
Login now Don't have an account?
Register for free

Login or register to access this feature

Have an account?
Login now Don't have an account?
Register for free

Register a free Taylor & Francis Online account today to boost your research and gain these benefits:

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Register now or learn more

North American Actuarial Journal, Volume 18, Issue 1 (2014)

Browse this journal

Latest articles
Current issue
List of issues
Special issues
Collections
Open access articles
Most read articles
Most cited articles

Sample our Economics, Finance,Business & Industry journals, sign in here to start your access, latest two full volumes FREE to you for 14 days

North American Actuarial Journal, Volume 18, Issue 1 (2014)

See all volumes and issues

Vol 28, 2024 Vol 27, 2023 Vol 26, 2022 Vol 25, 2021 Vol 24, 2020 Vol 23, 2019 Vol 22, 2018 Vol 21, 2017 Vol 20, 2016 Vol 19, 2015 Volume 18, 2014 Vol 17, 2013 Vol 16, 2012 Vol 15, 2011 Vol 14, 2010 Vol 13, 2009 Vol 12, 2008 Vol 11, 2007 Vol 10, 2006 Vol 9, 2005 Vol 8, 2004 Vol 7, 2003 Vol 6, 2002 Vol 5, 2001 Vol 4, 2000 Vol 3, 1999 Vol 2, 1998 Vol 1, 1997

Select to download all citations or PDFs

Download citations Download PDFs Download issue

Browse by section (All)

Display order (Default)
Published online date
Page number
Section A-Z
Most read
Most cited

Longevity Risk and Capital Markets

Feature Articles

Article

Longevity Risk and Capital Markets: The 2012–2013 Update

David Blake, Richard MacMinn, Johnny Siu-Hang Li & Mary Hardy

Pages: 1-13

Published online: 17 Mar 2014

First Page PreviewforLongevity Risk and Capital Markets: The 2012–2013 Update | Full Text | References | PDF (117.4 KB)

1638 Views
14 CrossRef citations
0Altmetric

Article

Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers

Enrico Biffis & David Blake

Pages: 14-21

Published online: 24 Feb 2014

AbstractforKeeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers | Full Text | References | PDF (267.9 KB)

599 Views
28 CrossRef citations
0Altmetric

Article

Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform

Shuo-Li Chuang & Patrick L. Brockett

Pages: 22-37

Published online: 25 Feb 2014

AbstractforModeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform | Full Text | References | PDF (233.6 KB)

599 Views
17 CrossRef citations
0Altmetric

Article

The CBD Mortality Indexes: Modeling and Applications

Wai-Sum Chan, Johnny Siu-Hang Li & Jackie Li

Pages: 38-58

Published online: 14 Feb 2014

AbstractforThe CBD Mortality Indexes: Modeling and Applications | Full Text | References | PDF (1.1 MB)

990 Views
42 CrossRef citations
0Altmetric

Article

Systematic and Nonsystematic Mortality Risk in Pension Portfolios

Helena Aro

Pages: 59-67

Published online: 24 Feb 2014

AbstractforSystematic and Nonsystematic Mortality Risk in Pension Portfolios | Full Text | References | PDF (131.4 KB)

392 Views
14 CrossRef citations
0Altmetric

Article

Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk

Yijia Lin, Ken Seng Tan, Ruilin Tian & Jifeng Yu

Pages: 68-86

Published online: 14 Feb 2014

AbstractforDownside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk | Full Text | References | PDF (260.4 KB)

732 Views
24 CrossRef citations
0Altmetric

Article

Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy

Emilio Bisetti & Carlo A. Favero

Pages: 87-103

Published online: 14 Feb 2014

AbstractforMeasuring the Impact of Longevity Risk on Pension Systems: The Case of Italy | Full Text | References | PDF (598.5 KB)

628 Views
22 CrossRef citations
0Altmetric

Article

A Cautionary Note on Natural Hedging of Longevity Risk

Nan Zhu & Daniel Bauer

Pages: 104-115

Published online: 17 Mar 2014

AbstractforA Cautionary Note on Natural Hedging of Longevity Risk | Full Text | References | PDF (237.2 KB)

821 Views
25 CrossRef citations
0Altmetric

Article

A General Procedure for Constructing Mortality Models

Andrew Hunt & David Blake

Pages: 116-138

Published online: 10 Feb 2014

AbstractforA General Procedure for Constructing Mortality Models | Full Text | References | PDF (1.2 MB)

1010 Views
63 CrossRef citations
0Altmetric

Article

Detecting Common Longevity Trends by a Multiple Population Approach

Valeria D’Amato, Steven Haberman, Gabriella Piscopo, Maria Russolillo & Lorenzo Trapani

Pages: 139-149

Published online: 25 Feb 2014

AbstractforDetecting Common Longevity Trends by a Multiple Population Approach | Full Text | References | PDF (368.6 KB)

336 Views
22 CrossRef citations
0Altmetric

Article

Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II

Rui Zhou, Yujiao Wang, Kai Kaufhold, Johnny Siu-Hang Li & Ken Seng Tan

Pages: 150-167

Published online: 25 Feb 2014

AbstractforModeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II | Full Text | References | PDF (466.9 KB)

635 Views
60 CrossRef citations
0Altmetric

Article

On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England

Andrés M. Villegas & Steven Haberman

Pages: 168-193

Published online: 25 Feb 2014

AbstractforOn the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England | Full Text | References | PDF (1.6 MB)

877 Views
77 CrossRef citations
0Altmetric

Article

Gender Convergence in Human Survival and the Postponement of Death

Les Mayhew & David Smith

Pages: 194-216

Published online: 24 Feb 2014

AbstractforGender Convergence in Human Survival and the Postponement of Death | Full Text | References | PDF (543.8 KB)

324 Views
15 CrossRef citations
0Altmetric

Article

Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions

Daniel H. Alai, Hua Chen, Daniel Cho, Katja Hanewald & Michael Sherris

Pages: 217-241

Published online: 17 Mar 2014

AbstractforDeveloping Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions | Full Text | References | PDF (777.9 KB)

1248 Views
51 CrossRef citations
0Altmetric

Article

A Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages

Atsuyuki Kogure, Jackie Li & Shinichi Kamiya

Pages: 242-257

Published online: 25 Feb 2014

AbstractforA Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages | Full Text | References | PDF (641.6 KB)

518 Views
29 CrossRef citations
0Altmetric

Article

Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds

David Blake, Tom Boardman & Andrew Cairns

Pages: 258-277

Published online: 17 Mar 2014

AbstractforSharing Longevity Risk: Why Governments Should Issue Longevity Bonds | Full Text | References | PDF (508.4 KB)

858 Views
34 CrossRef citations
0Altmetric

Explore articles

Latest
Open access
Most read
Most cited
Trending

Explore the most recently published articles

Reducing Medical Costs of Health Insurance: The COVID-19 Stress Testing and Portfolio Effects

Yang Li et al.

Article | Published online: 19 Jul 2024

Credibility Theory for Variance Premium Principle

Yaodi Yong et al.

Article | Published online: 1 Jul 2024

Discussion on “Sample Size Determination for Credibility Estimation,” by Liang Hong, Volume 26(4)

Nariankadu Shyamalkumar et al.

Discussion | Published online: 26 Jun 2024

Author’s Reply to Discussion on “Sample Size Determination for Credibility Estimation”

Liang Hong

Reply | Published online: 26 Jun 2024

View all latest articles

Download citations

Choose format

RIS (ProCit, Reference Manager)
BibTeX
RefWorks Direct Export

Download citations

North American Actuarial Journal (Vol.18, Iss.1, 2014)

Longevity Risk and Capital Markets

Longevity Risk and Capital Markets

Access Rights

Only articles that you have access rights to view will be downloaded. The green tick (full access) and orange padlock (open access) icons indicate that you have full access.

Do you want to proceed?