Delta-gamma hedging of mortality and interest rate risk (Q414608): Difference between revisions

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+Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios
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+Affine processes for dynamic mortality and actuarial valuations
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+Longevity risk and capital markets: the 2008-2009 update
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+Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
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+A Theory of the Term Structure of Interest Rates
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+Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
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+Valuation and hedging of life insurance liabilities with systematic mortality risk
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Pricing Interest-Rate-Derivative Securities
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+Q3774629
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+Delta, gamma and bucket hedging of interest rate derivatives
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+On Cox processes and credit risky securities
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+Modelling stochastic mortality for dependent lives
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+Mortality derivatives and the option to annuitise.
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+Stochastic calculus for finance. II: Continuous-time models.
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+An equilibrium characterization of the term structure
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