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Publikováno v:
Demographic Research; Jan-Jun2024, Vol. 50, p797-826, 30p
Autor:
Tan, Chong It
Publikováno v:
In Insurance Mathematics and Economics May 2016 68:134-140
Publikováno v:
Journal of Population Research, 2016 Jan 01. 33(4), 307-331.
Externí odkaz:
https://www.jstor.org/stable/45157542
Publikováno v:
In Insurance Mathematics and Economics March 2015 61:255-263
Publikováno v:
In Insurance Mathematics and Economics November 2014 59:285-299
Publikováno v:
8th International Conference on Higher Education Advances (HEAd'22).
Recorded lectures are a useful tool for pedagogical practice in tertiary education. This study provides a large quantitative analysis to examine the impact of using supplementary lecture recordings and empirically corroborates results from other fiel
Publikováno v:
European Actuarial Journal. 9:445-461
In an index-based longevity hedge, the so-called longevity basis risk arises from the potential mismatch between the hedging instrument and the annuity portfolio being hedged, due to the differences in the underlying populations and payoff structures
Publikováno v:
Annals of Actuarial Science. 13:166-197
In this paper, we carry out an investigation on modelling basis risk and measuring risk reduction in a longevity hedge constructed by index-based longevity swaps. We derive the fitting procedures of the M7-M5 and common age effect+Cohorts models and
Publikováno v:
Asia-Pacific Journal of Risk & Insurance. Jul2017, Vol. 11 Issue 2, p1-19. 19p. 12 Charts, 1 Graph.