Longevity Hedging 101

Article Properties
Cite
Coughlan, Guy D., et al. “Longevity Hedging 101”. North American Actuarial Journal, vol. 15, no. 2, 2011, pp. 150-76, https://doi.org/10.1080/10920277.2011.10597615.
Coughlan, G. D., Khalaf-Allah, M., Ye, Y., Kumar, S., Cairns, A. J. G., Blake, D., & Dowd, K. (2011). Longevity Hedging 101. North American Actuarial Journal, 15(2), 150-176. https://doi.org/10.1080/10920277.2011.10597615
Coughlan, Guy D., Marwa Khalaf-Allah, Yijing Ye, Sumit Kumar, Andrew J. G. Cairns, David Blake, and Kevin Dowd. “Longevity Hedging 101”. North American Actuarial Journal 15, no. 2 (2011): 150-76. https://doi.org/10.1080/10920277.2011.10597615.
Coughlan GD, Khalaf-Allah M, Ye Y, Kumar S, Cairns AJG, Blake D, et al. Longevity Hedging 101. North American Actuarial Journal. 2011;15(2):150-76.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
Measuring Basis Risk in Longevity Hedges North American Actuarial Journal
  • Social Sciences: Finance
 182 2011
A Gravity Model of Mortality Rates for Two Related Populations North American Actuarial Journal
  • Social Sciences: Finance
 126 2011
An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach Journal of Risk and Insurance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 81 2010
Stochastic portfolio specific mortality and the quantification of mortality basis risk Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 36 2009
Natural Hedging of Life and Annuity Mortality Risks North American Actuarial Journal
  • Social Sciences: Finance
 147 2007
Citations
Title Journal Journal Categories Citations Publication Date
Longevity hedge effectiveness using socioeconomic indices Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2024
Multi-population mortality projection: The augmented common factor model with structural breaks International Journal of Forecasting
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Personnel management. Employment management
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2023
Target benefit pension plan with longevity risk and intergenerational equity

 ASTIN Bulletin
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 3 2023
Pricing and hedging of longevity basis risk through securitisation

 ASTIN Bulletin
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2023
Modeling and Forecasting Subnational Mortality in the Presence of Aggregated Data North American Actuarial Journal
  • Social Sciences: Finance
 1 2023
Citations Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science59
Social Sciences: Commerce: Business56
Science: Mathematics44
Science: Mathematics: Probabilities. Mathematical statistics43
Social Sciences: Statistics43
Social Sciences: Finance39
Social Sciences: Sociology (General)5
Social Sciences: Finance: Insurance4
Technology: Manufactures: Production management. Operations management2
Technology: Technology (General): Industrial engineering. Management engineering1
Technology: Engineering (General). Civil engineering (General)1
Medicine: Public aspects of medicine1
Medicine: Medicine (General): Medical technology1
Social Sciences: Commerce: Business: Personnel management. Employment management1
The category Social Sciences: Economic theory. Demography: Economics as a science 59 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled A Gravity Model of Mortality Rates for Two Related Populations and was published in 2011. The most recent citation comes from a 2024 study titled Longevity hedge effectiveness using socioeconomic indices. This article reached its peak citation in 2015, with 12 citations. It has been cited in 22 different journals, 4% of which are open access. Among related journals, the Insurance: Mathematics and Economics cited this research the most, with 25 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year