Systematic mortality risk: An analysis of guaranteed lifetime withdrawal benefits in variable annuities

Arbitrage Theory in Continuous Time

Tomas Björk · 2004 · 435 citations · Full text

Business, Economics, Finance +17

Affine processes for dynamic mortality and actuarial valuations

Enrico Biffis · Insurance Mathematics and Economics · 2005 · 354 citations

Business, Economics, Actuarial Science +13

Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk

Andrew J. G. Cairns, David Blake, Kevin Dowd · Astin Bulletin · 2006 · 328 citations · Full text

Business, Economics, Finance +17

Financial valuation of guaranteed minimum withdrawal benefits

Moshe A. Milevsky, Thomas S. Salisbury · Insurance Mathematics and Economics · 2005 · 271 citations

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Valuation and hedging of life insurance liabilities with systematic mortality risk

Mikkel Dahl, Thomas Møller · Insurance Mathematics and Economics · 2006 · 255 citations

Business, Insurance, Risk Management +12