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.

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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

Mortality Modeling: Lee-Carter and the macroeconomy