mortalityrisk.org

The content of this site is no longer actively updated. Nevertheless, submissions are still welcome and new papers will be published upon request.

The mortalityrisk.org team

mortalityrisk.org news

New paper added: Börger (2009) Sat Oct 31 14:15 CEST 2009

Börger: Deterministic Shock vs. Stochastic Value-at-Risk - An Analysis of the Solvency II Standard Model Approach to Longevity Risk

Workshop on "Demographic Risk" Mon Jul 6 11:14 CEST 2009

Workshop on "Demographic Risk" at Humboldt-Universität zu Berlin, December 16-17, 2009, Keynote Speakers: Juha Alho, Kevin Dowd, Volker Deville.

New paper added: Cox, Lin and Milidonis (2009) Mon Jul 6 10:07 CEST 2009

Cox, Lin and Milidonis: Mortality Regimes and Pricing

New paper added: Hanewald (2009) Mon Mar 9 22:40 CEST 2009

Hanewald and Post: Aggregate Mortality, Macroeconomic Risks and Life Insurers Solvency

New paper added: Aalabaf-Sabaghi (2009)  Sun Feb 08 19:01 CEST 2009

Aalabaf-Sabaghi: Mortality and Approximate Hazard Plots

New paper added: Hanewald (2009)  Sun Feb 08 19:00 CEST 2009

Hanewald

Mortality Modeling: Lee-Carter and the macroeconomy