Matches in SemOpenAlex for { <https://semopenalex.org/work/W2154051281> ?p ?o ?g. }
Showing items 1 to 86 of
86
with 100 items per page.
- W2154051281 abstract "Motivated by a recent demographic study establishing a link between macroeconomic fluctuations and the mortality index kt in the Lee-Carter model, we develop a dynamic asset-liability model to assess the impact of macroeconomic fluctuations on the solvency of a life insurance company. Liabilities in this stochastic simulation framework are driven by a GDP-linked variant of the Lee-Carter mortality model. Furthermore, interest rates and stock prices react to changes in GDP, which itself is modelled as a stochastic process. Our simulation results show that insolvency probabilities are significantly higher when the reaction of mortality rates to changes in GDP is incorporated." @default.
- W2154051281 created "2016-06-24" @default.
- W2154051281 creator A5019770058 @default.
- W2154051281 creator A5024990189 @default.
- W2154051281 creator A5085108516 @default.
- W2154051281 date "2012-01-01" @default.
- W2154051281 modified "2023-09-23" @default.
- W2154051281 title "Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency" @default.
- W2154051281 cites W1492381651 @default.
- W2154051281 cites W1513833992 @default.
- W2154051281 cites W1964411117 @default.
- W2154051281 cites W1965485011 @default.
- W2154051281 cites W1969498530 @default.
- W2154051281 cites W1982371148 @default.
- W2154051281 cites W1988397962 @default.
- W2154051281 cites W1992350548 @default.
- W2154051281 cites W1993821545 @default.
- W2154051281 cites W2019648105 @default.
- W2154051281 cites W2038669746 @default.
- W2154051281 cites W2040375181 @default.
- W2154051281 cites W2050846110 @default.
- W2154051281 cites W2057268325 @default.
- W2154051281 cites W2066317317 @default.
- W2154051281 cites W2080007115 @default.
- W2154051281 cites W2097529072 @default.
- W2154051281 cites W2101518413 @default.
- W2154051281 cites W2108502677 @default.
- W2154051281 cites W2120890883 @default.
- W2154051281 cites W2134747174 @default.
- W2154051281 cites W2139551138 @default.
- W2154051281 cites W2151720539 @default.
- W2154051281 cites W2161200583 @default.
- W2154051281 cites W2169573189 @default.
- W2154051281 cites W3121942314 @default.
- W2154051281 cites W3124805728 @default.
- W2154051281 cites W3124865774 @default.
- W2154051281 cites W3124939889 @default.
- W2154051281 cites W3125295746 @default.
- W2154051281 cites W2054944020 @default.
- W2154051281 doi "https://doi.org/10.2139/ssrn.1342609" @default.
- W2154051281 hasPublicationYear "2012" @default.
- W2154051281 type Work @default.
- W2154051281 sameAs 2154051281 @default.
- W2154051281 citedByCount "1" @default.
- W2154051281 countsByYear W21540512812017 @default.
- W2154051281 crossrefType "journal-article" @default.
- W2154051281 hasAuthorship W2154051281A5019770058 @default.
- W2154051281 hasAuthorship W2154051281A5024990189 @default.
- W2154051281 hasAuthorship W2154051281A5085108516 @default.
- W2154051281 hasBestOaLocation W21540512812 @default.
- W2154051281 hasConcept C144133560 @default.
- W2154051281 hasConcept C149782125 @default.
- W2154051281 hasConcept C162118730 @default.
- W2154051281 hasConcept C162324750 @default.
- W2154051281 hasConcept C183582576 @default.
- W2154051281 hasConcept C2778215004 @default.
- W2154051281 hasConcept C3020299011 @default.
- W2154051281 hasConcept C556758197 @default.
- W2154051281 hasConceptScore W2154051281C144133560 @default.
- W2154051281 hasConceptScore W2154051281C149782125 @default.
- W2154051281 hasConceptScore W2154051281C162118730 @default.
- W2154051281 hasConceptScore W2154051281C162324750 @default.
- W2154051281 hasConceptScore W2154051281C183582576 @default.
- W2154051281 hasConceptScore W2154051281C2778215004 @default.
- W2154051281 hasConceptScore W2154051281C3020299011 @default.
- W2154051281 hasConceptScore W2154051281C556758197 @default.
- W2154051281 hasLocation W21540512811 @default.
- W2154051281 hasLocation W21540512812 @default.
- W2154051281 hasLocation W21540512813 @default.
- W2154051281 hasLocation W21540512814 @default.
- W2154051281 hasOpenAccess W2154051281 @default.
- W2154051281 hasPrimaryLocation W21540512811 @default.
- W2154051281 hasRelatedWork W2073841033 @default.
- W2154051281 hasRelatedWork W2242837807 @default.
- W2154051281 hasRelatedWork W2320585242 @default.
- W2154051281 hasRelatedWork W2349267391 @default.
- W2154051281 hasRelatedWork W2359560391 @default.
- W2154051281 hasRelatedWork W2364890523 @default.
- W2154051281 hasRelatedWork W2375223296 @default.
- W2154051281 hasRelatedWork W2389838756 @default.
- W2154051281 hasRelatedWork W4288453621 @default.
- W2154051281 hasRelatedWork W2336035919 @default.
- W2154051281 isParatext "false" @default.
- W2154051281 isRetracted "false" @default.
- W2154051281 magId "2154051281" @default.
- W2154051281 workType "article" @default.