Pages that link to "Item:Q3077713"
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The following pages link to Modelling and management of mortality risk: a review (Q3077713):
Displayed 50 items.
- Case study of Swiss mortality using Bayesian modeling (Q303722) (← links)
- Managing longevity and disability risks in life annuities with long term care (Q414606) (← links)
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← links)
- Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- A note on optimal investment-consumption-insurance in a Lévy market (Q896739) (← links)
- Multivariate time series modeling, estimation and prediction of mortalities (Q896760) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Heterogeneous expectations and speculative behavior in insurance-linked securities (Q1723394) (← links)
- Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605) (← links)
- A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
- Analysis of Finnish and Swedish mortality data with stochastic mortality models (Q1936562) (← links)
- Optimal hedging of demographic risk in life insurance (Q1936833) (← links)
- Addressing the life expectancy gap in pension policy (Q2038240) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- A random forest algorithm to improve the Lee-Carter mortality forecasting: impact on q-forward (Q2153637) (← links)
- Multi-population modelling and forecasting life-table death counts (Q2172045) (← links)
- A more meaningful parameterization of the Lee-Carter model (Q2212133) (← links)
- Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
- Forecasting mortality rate improvements with a high-dimensional VAR (Q2273994) (← links)
- On the optimal hedge ratio in index-based longevity risk hedging (Q2303994) (← links)
- The impact of longevity and investment risk on a portfolio of life insurance liabilities (Q2323648) (← links)
- Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis (Q2331000) (← links)
- Selecting stochastic mortality models for the Italian population (Q2343099) (← links)
- On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119) (← links)
- Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type (Q2364014) (← links)
- A subordinated Markov model for stochastic mortality (Q2391941) (← links)
- Multidimensional Lee-Carter model with switching mortality processes (Q2427829) (← links)
- Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities (Q2513624) (← links)
- Parametric mortality indexes: from index construction to hedging strategies (Q2514628) (← links)
- Lifetime ruin under ambiguous hazard rate (Q2520439) (← links)
- Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
- Multi-population mortality modeling: when the data is too much and not enough (Q2670121) (← links)
- Irreversible reinsurance: a singular control approach (Q2682993) (← links)
- Understanding, modelling and managing longevity risk: key issues and main challenges (Q2866305) (← links)
- Performance measurement of pension strategies: a case study of Danish life cycle products (Q2866309) (← links)
- Performance measurement of pension strategies: a case study of Danish life-cycle products (Q2868596) (← links)
- Longevity hedge effectiveness: a decomposition (Q2879022) (← links)
- Measuring Basis Risk in Longevity Hedges (Q3107266) (← links)
- A proposition of generalized stochastic Milevsky–Promislov mortality models (Q4562033) (← links)
- A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST (Q4562940) (← links)
- COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH (Q4563804) (← links)
- A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806) (← links)
- TESTING FOR A UNIT ROOT IN LEE–CARTER MORTALITY MODEL (Q4563809) (← links)
- The impact of multiple structural changes on mortality predictions (Q4575367) (← links)
- Beyond the Gompertz law: exploring the late-life mortality deceleration phenomenon (Q4576847) (← links)
- Stochastic modelling of mortality and financial markets (Q4576865) (← links)
- Assessing implicit hypotheses in life table construction (Q4577188) (← links)
- О существовании и единственности оценки ожидаемой продолжительности жизни в модели стабильного населения (Q4986479) (← links)