Insurance, Mortality, Demography, Risk Management

Field	Social Sciences
Subfield	Demography
Domain	Social Sciences
OpenAlex	T12011

Smeal faculty

• Nan Zhu - score 12.0
• Arnold F. Shapiro - score 2.0
• Lisa L. Posey - score 1.0

Papers

• Evaluating and extending the Lee–Carter model for mortality forecasting: Bootstrap confidence interval (2005) - cites 215
• Applications of Forward Mortality Factor Models in Life Insurance Practice (2011) - cites 29
• A Cautionary Note on Natural Hedging of Longevity Risk (2014) - cites 29
• Coherent Pricing of Life Settlements Under Asymmetric Information (2013) - cites 27
• Hedging Longevity Risk in Life Settlements Using Biomedical Research‐Backed Obligations (2017) - cites 14
• Evaluating Life Expectancy Evaluations (2017) - cites 10
• Modeling the Risk in Mortality Projections (2022) - cites 8
• Asymmetric information in secondary insurance markets: Evidence from the life settlements market (2020) - cites 8
• The Relevance of Expected Persistency Rates When Projecting Pension Costs (1977) - cites 6
• Adverse Selection in Secondary Insurance Markets: Evidence from the Life Settlement Market (2014) - cites 6
• Hedging Longevity Risk: Does the Structure of the Financial Instrument Matter? (2019) - cites 4
• Hedging Longevity Risk in Life Settlements Using Biomedical RBOs (2014) - cites 2
• Gaussian Forward Mortality Factor Models: Specification, Calibration, and Application (2010) - cites 1
• Essays on Lifetime Uncertainty: Models, Applications, and Economic Implications (2022) - cites 1
• Choosing actuarial assumptions for pension plan valuations: an expected utility model. (1996) - cites 0