Items where Author is "Hunt, A."
Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2021).
Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies.
North American Actuarial Journal, 25(sup1),
S508-S533.
doi: 10.1080/10920277.2019.1649160
Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2020).
Identifiability in age/period mortality models.
Annals of Actuarial Science, 14(2),
pp. 461-499.
doi: 10.1017/S1748499520000111
Hunt, A. & Blake, D. (2020). A Bayesian approach to modeling and projecting cohort effects. North American Actuarial Journal, 25(sup1), S235-S254. doi: 10.1080/10920277.2019.1649157
Hunt, A. & Blake, D. (2020). On the Structure and Classification of Mortality Models. North American Actuarial Journal, 25(sup1), S215-S234. doi: 10.1080/10920277.2019.1649156
Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2020).
Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing.
North American Actuarial Journal, 25(sup1),
S482-S507.
doi: 10.1080/10920277.2019.1649159
Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2020).
Identifiability in Age/Period/Cohort Mortality Models.
Annals of Actuarial Science, 14(2),
pp. 500-536.
doi: 10.1017/s1748499520000123
Hunt, A. & Blake, D. (2017). Identifiability, cointegration and the gravity model. Insurance: Mathematics and Economics, 78, pp. 360-368. doi: 10.1016/j.insmatheco.2017.09.014
Hunt, A. & Blake, D. (2017). Modelling Mortality for Pension Schemes. ASTIN Bulletin, 47(2), pp. 601-629. doi: 10.1017/asb.2016.40
Blake, D. & Hunt, A. (2016). Basis Risk and Pension Schemes: A Relative Modelling Approach (PI-1601). London, UK: Pensions Institute.
Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2016).
The Good, the Bad and the Healthy: The Medical Underwriting Revolution in the Defined Benefit De-Risking Market.
London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.
Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2016).
Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies (PI-1602).
London, UK: Pensions Institute.
Hunt, A. & Blake, D. (2015). Modelling longevity bonds: Analysing the Swiss Re Kortis bond. Insurance: Mathematics and Economics, 63, pp. 12-29. doi: 10.1016/j.insmatheco.2015.03.017
Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2015).
Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (PI-1511).
Pensions Institute.
Hunt, A. (2015). Mortality modelling and longevity risk management. (Unpublished Doctoral thesis, City University London)
Hunt, A. & Blake, D. (2014). A General Procedure for Constructing Mortality Models. North American Actuarial Journal, 18(1), pp. 116-138. doi: 10.1080/10920277.2013.852963