On the mortality/longevity risk hedging with mortality immunization

A Simple Approach to Valuing Risky Fixed and Floating Rate Debt

Francis A. Longstaff, Eduardo S. Schwartz · The Journal of Finance · 1995 · 2.2K citations

Business, Economics, Finance +17

Modeling and Forecasting U.S. Mortality

Ronald Lee, Lawrence R. Carter · Journal of the American Statistical Association · 1992 · 1.8K citations

Social Sciences, Demography, Forecasting +16

<scp>A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration</scp>

Andrew J. G. Cairns, David Blake, Kevin Dowd · Journal of Risk & Insurance · 2006 · 935 citations · Full text

Business, Economics, Finance +15

Review of the Principles of Life-office Valuations

F. M. Redington · Journal of the Institute of Actuaries · 1952 · 376 citations

Business, Economics, Life Insurance +7

Survivor Bonds: Helping to Hedge Mortality Risk

David Blake, William Burrows · Journal of Risk & Insurance · 2001 · 366 citations

Business, Insurance, Public Finance +17