On systematic mortality risk and risk-minimization with survivor swaps (Q3077715): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/03461230701795873
+Normal rank
@@ Property / OpenAlex ID @@
+W2108450721
@@ Property / OpenAlex ID: W2108450721 / rank @@
+Normal rank
@@ Property / cites work @@
+Affine processes for dynamic mortality and actuarial valuations
+Normal rank
@@ Property / cites work @@
+The fair value of guaranteed annuity options
@@ Property / cites work: The fair value of guaranteed annuity options / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
+Normal rank
@@ Property / cites work @@
+Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
+Normal rank
@@ Property / cites work @@
+Valuation and hedging of life insurance liabilities with systematic mortality risk
+Normal rank
@@ Property / cites work @@
+Mortality derivatives and the option to annuitise.
+Normal rank
@@ Property / cites work @@
+Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
+Normal rank
@@ Property / cites work @@
+Risk-minimizing hedging strategies for insurance payment processes
+Normal rank
@@ Property / cites work @@
+Affine stochastic mortality
@@ Property / cites work: Affine stochastic mortality / rank @@
+Normal rank