Pages that link to "Item:Q1799642"
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The following pages link to A comparative study of pricing approaches for longevity instruments (Q1799642):
Displaying 6 items.
- Bayesian value-at-risk backtesting: the case of annuity pricing (Q2030319) (← links)
- A combined analysis of hedge effectiveness and capital efficiency in longevity hedging (Q2038255) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Socio-economic differentiation in experienced mortality modelling and its pricing implications (Q2157217) (← links)
- Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time (Q2157224) (← links)
- PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES (Q5152544) (← links)