Securitization of Mortality Risks in Life Annuities

Article Properties
Abstract
Refrences
Title Journal Journal Categories Citations Publication Date
A Class of Distortion Operators for Pricing Financial and Insurance Risks 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
409 2000
Single Premium Immediate Annuity Payouts 1996
Will Human Life Expectancy Decline in the 21st Century? 2004
Where Did the Lines Go Between Group and Individual Life? 2002
Will Mortality Improvements Continue? 2002
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
Insurance business and social sustainability: A proposal Socio-Economic Planning Sciences
  • Technology: Manufactures: Production management. Operations management
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Personnel management. Employment management
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
2024
De-risking in multi-state life and health insurance

Annals of Actuarial Science
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Statistics
  • Social Sciences: Finance
  • Science: Mathematics
2024
Machine learning in long-term mortality forecasting The Geneva Papers on Risk and Insurance - Issues and Practice
  • 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
2024
Developments in Risk and Insurance Economics: The Past 50 Years SSRN Electronic Journal 2024
Citations Analysis
The category Social Sciences: Economic theory. Demography: Economics as a science 113 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled To Hedge or Not to Hedge: Managing Demographic Risk in Life Insurance Companies and was published in 2005. The most recent citation comes from a 2024 study titled De-risking in multi-state life and health insurance. This article reached its peak citation in 2021, with 20 citations. It has been cited in 43 different journals, 4% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 52 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year