Concepedia

Mortality Charge Pricing

Mortality Charge Pricing is a financial actuarial method that determines the periodic fee charged to policyholders in a variable life insurance contract based on the statistical risk of death during the coverage period, net of investment performance components.

5

Publications

737

Citations

12

Authors

6

Institutions

Publications per year

2017–2026

1

Parents

Publications

5

Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts

Mikkel Dahl · Insurance Mathematics and Economics · 2004 · 365 citations

, , +15

<scp>Securitization of Mortality Risks in Life Annuities</scp>

Yijia Lin, Samuel H. Cox · Journal of Risk & Insurance · 2005 · 325 citations

, , +14

Economic Pricing of Mortality-linked Securities in the Presence of Population Basis Risk

Rui Zhou, Johnny Siu‐Hang Li, Ken Seng Tan · The Geneva Papers on Risk and Insurance Issues and Practice · 2011 · 23 citations · Full text

, , +12

Pricing extreme mortality risk in the wake of the COVID-19 pandemic

Han Li, Haibo Liu, Qihe Tang et al. · Insurance Mathematics and Economics · 2022 · 14 citations · Full text

, , +13

SOLVENCY REQUIREMENT IN A UNISEX MORTALITY MODEL

An Chen, Montserrat Guillén, Elena Vigna · Astin Bulletin · 2018 · 11 citations · Full text

, , +15

1–5 of 5

Authors

12

  1. JS
    Johnny Siu‐Hang Li

    University of Waterloo, Canada

    1 publications · 23 citations

    1

    h-index

  2. HL
    Han Li

    Jilin University, China

    1 publications · 14 citations

    1

    h-index

  3. SH
    Samuel H. Cox

    University of Manitoba, Canada

    1 publications · 325 citations

    1

    h-index

  4. YC
    Yosup Chung

    1 publications · 10 citations

    1

    h-index

  5. ZY
    Zhongyi Yuan

    Pennsylvania State University, United States

    1 publications · 14 citations

    1

    h-index

1–5 of 12

Institutions

6

  1. University of Waterloo

    Waterloo, Canada

    1 h-index

    3 publications

    69 citations

  2. UNSW Sydney

    Sydney, Australia

    1 h-index

    2 publications

    28 citations

  3. Pennsylvania State University

    State College, United States

    1 h-index

    1 publications

    14 citations

  4. The University of Melbourne

    Melbourne, Australia

    1 h-index

    1 publications

    14 citations

  5. University of Copenhagen

    Copenhagen, Denmark

    1 h-index

    1 publications

    365 citations

  6. Versar (United States)

    Springfield, United States

    1 h-index

    2 publications

    650 citations

  7. Helmholtz-Institute Ulm

    Ulm, Germany

    1 publications

    11 citations

  8. Universitat de Barcelona

    Barcelona, Spain

    1 publications

    11 citations

1–8 of 6

Venues

  1. Insurance Mathematics and Economics

    2 publications · 379 citations

    2

    h-index

  2. Journal of Risk & Insurance

    2 publications · 335 citations

    2

    h-index

  3. 1

    h-index

  4. Astin Bulletin

    1 publications · 11 citations

1–4