Longevity hedge effectiveness using socioeconomic indices
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date2024/01/01
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Indian UGC (journal)
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Refrences69
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Malene Kallestrup-Lamb ORCID (unauthenticated)
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Nicolai Søgaard Laursen
Cite
Kallestrup-Lamb, Malene, and Nicolai Søgaard Laursen. “Longevity Hedge Effectiveness Using Socioeconomic Indices”. Insurance: Mathematics and Economics, vol. 114, 2024, pp. 242-51, https://doi.org/10.1016/j.insmatheco.2023.11.008.
Kallestrup-Lamb, M., & Søgaard Laursen, N. (2024). Longevity hedge effectiveness using socioeconomic indices. Insurance: Mathematics and Economics, 114, 242-251. https://doi.org/10.1016/j.insmatheco.2023.11.008
Kallestrup-Lamb, Malene, and Nicolai Søgaard Laursen. “Longevity Hedge Effectiveness Using Socioeconomic Indices”. Insurance: Mathematics and Economics 114 (2024): 242-51. https://doi.org/10.1016/j.insmatheco.2023.11.008.
1.
Kallestrup-Lamb M, Søgaard Laursen N. Longevity hedge effectiveness using socioeconomic indices. Insurance: Mathematics and Economics. 2024;114:242-51.
Journal Categories
Science
Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
Social Sciences
Commerce
Business
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Statistics
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Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies | North American Actuarial Journal |
| 6 | 2021 |
| Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers | North American Actuarial Journal |
| 12 | 2021 |
| Fitting multi-population mortality models to socio-economic groups | 2021 | |||
Longevity Forecasting by Socio-Economic Groups Using Compositional Data Analysis | Journal of the Royal Statistical Society Series A: Statistics in Society |
| 8 | 2020 |
| Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing | North American Actuarial Journal |
| 5 | 2020 |
Refrences Analysis
The category
Social Sciences: Economic theory. Demography: Economics as a science 39
is the most frequently represented among the references in this article. It primarily includes studies from Insurance: Mathematics and Economics and North American Actuarial Journal. The chart below illustrates the number of referenced publications per year.