Hedging life insurance with pure endowments

Brownian motion and stochastic calculus

Jan Seidler · Acta Applicandae Mathematicae · 1991 · 2.2K citations

Engineering, Mathematics, Physics +14

On the pricing of longevity-linked securities

Daniel J. Bauer, Matthias Börger, Jochen Ruß · Insurance Mathematics and Economics · 2009 · 139 citations

Business, Economics, Finance +10

Towards a General Theory of Good Deal Bounds

Tomas Björk, Irina Slinko · SSRN Electronic Journal · 2005 · 60 citations · Full text

Business, Economics, Finance +17

Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio

Virginia R. Young · Insurance Mathematics and Economics · 2007 · 39 citations

Business, Economics, Insurance +16

Financial Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Pricing Pure Endowments

Moshe A. Milevsky, S. David Promislow, Virginia R. Young · ArXiv.org · 2007 · 21 citations · Full text

Business, Economics, Finance +15