Richard D. MacMinn
Affiliations: | University of Texas at Austin, Austin, Texas, U.S.A. |
Area:
Management Business Administration, FinanceGoogle:
"Richard MacMinn"
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Publications
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| MacMinn RD, Zhu N. (2019) Hedging Longevity Risk: Does the Structure of the Financial Instrument Matter? The North American Actuarial Journal. 1-12 |
| Chen H, MacMinn RD, Sun T. (2017) Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model With the GAS Structure Journal of Risk and Insurance. 84: 393-415 |
| Blake D, MacMinn R, Maurer R. (2017) Longevity Risk and Capital Markets: The 2011–2012 Update Journal of Risk and Insurance. 80: 495-500 |
| MacMinn R, Brockett P. (2017) On the Failure (Success) of the Markets for Longevity Risk Transfer Journal of Risk and Insurance. 84: 299-317 |
| MacMinn RD, Zhu N. (2017) Hedging Longevity Risk in Life Settlements Using Biomedical Research‐Backed Obligations Journal of Risk and Insurance. 84: 439-458 |
| Lin Y, MacMinn RD, Tian R, et al. (2017) Pension Risk Management in the Enterprise Risk Management Framework Journal of Risk and Insurance. 84: 345-365 |
| Blake D, Karoui NE, Loisel S, et al. (2017) Longevity Risk and Capital Markets: The 2015-16 Update Insurance Mathematics & Economics. 78: 157-173 |
| MacMinn R, Richter A. (2017) The Choice of Trigger in an Insurance Linked Security: The Mortality Risk Case Insurance Mathematics & Economics. 78: 174-182 |
| Brockett PL, Jr. SH, MacMinn RD, et al. (2016) Best Bounds on Measures of Risk and Probability of Ruin for Alpha Unimodal Random Variables When There Is Limited Moment Information Applied Mathematics. 7: 765-783 |
| Lin Y, MacMinn RD, Tian R. (2015) De-risking defined benefit plans Insurance: Mathematics and Economics. 63: 52-65 |