Journal of Risk and Insurance

Cover image for Journal of Risk and Insurance

September 2013

Volume 80, Issue 3

Pages 495–851

  1. Feature Articles

    1. Top of page
    2. Feature Articles
    1. Longevity Risk and Capital Markets: The 2011–2012 Update (pages 495–500)

      David Blake, Richard MacMinn and Raimond Maurer

      Version of Record online: 29 AUG 2013 | DOI: 10.1111/j.1539-6975.2013.12016.x

    2. The New Life Market (pages 501–558)

      David Blake, Andrew Cairns, Guy Coughlan, Kevin Dowd and Richard MacMinn

      Version of Record online: 20 JUN 2013 | DOI: 10.1111/j.1539-6975.2012.01514.x

    3. Informed Intermediation of Longevity Exposures (pages 559–584)

      Enrico Biffis and David Blake

      Version of Record online: 1 JUL 2013 | DOI: 10.1111/j.1539-6975.2013.01524.x

    4. Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan (pages 585–620)

      Samuel H. Cox, Yijia Lin, Ruilin Tian and Jifeng Yu

      Version of Record online: 10 APR 2013 | DOI: 10.1111/j.1539-6975.2012.01508.x

    5. Robust Hedging of Longevity Risk (pages 621–648)

      Andrew J. G. Cairns

      Version of Record online: 1 JUL 2013 | DOI: 10.1111/j.1539-6975.2013.01525.x

    6. Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities (pages 649–676)

      Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla and Vasily Kartashov

      Version of Record online: 14 MAR 2013 | DOI: 10.1111/j.1539-6975.2012.01502.x

    7. Living With Ambiguity: Pricing Mortality-Linked Securities With Smooth Ambiguity Preferences (pages 705–732)

      Hua Chen, Michael Sherris, Tao Sun and Wenge Zhu

      Version of Record online: 10 JUL 2013 | DOI: 10.1111/j.1539-6975.2013.12001.x

    8. Pricing Standardized Mortality Securitizations: A Two-Population Model With Transitory Jump Effects (pages 733–774)

      Rui Zhou, Johnny Siu-Hang Li and Ken Seng Tan

      Version of Record online: 29 AUG 2013 | DOI: 10.1111/j.1539-6975.2013.12015.x

    9. Mortality Modeling With Non-Gaussian Innovations and Applications to the Valuation of Longevity Swaps (pages 775–798)

      Chou-Wen Wang, Hong-Chih Huang and I-Chien Liu

      Version of Record online: 21 JUL 2013 | DOI: 10.1111/j.1539-6975.2013.12002.x

    10. Incorporating Longevity Risk and Medical Information Into Life Settlement Pricing (pages 799–826)

      Patrick L. Brockett, Shuo-li Chuang, Yinglu Deng and Richard D. MacMinn

      Version of Record online: 1 JUL 2013 | DOI: 10.1111/j.1539-6975.2013.01522.x

    11. Coherent Pricing of Life Settlements Under Asymmetric Information (pages 827–851)

      Nan Zhu and Daniel Bauer

      Version of Record online: 26 JUL 2013 | DOI: 10.1111/j.1539-6975.2013.12010.x

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