mortalityrisk.org


The web's first resource for mortality modeling and related issues
GradKoll

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: Bauer, Benth, Kiesel (2010) Mon Feb 1 11:20 CEST 2010

BauerBenth and Kiesel: Modeling the Forward Surface of Mortality


New paper added: Richards and Currie (2009) Mon Jan 18 10:25 CEST 2010

Richards and Currie: Longevity Risk and Annuity Pricing with the Lee-Carter Model


New paper added: Stone and Zissu (2009) Sun Nov 22 13:40 CEST 2009

Stone and Zissu: Delta Hedging IO Securities Backed by Senior Life Settlements


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

CoxLin 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