Parametric mortality indexes: from index construction to hedging strategies (Q2514628): Difference between revisions

@@ Property / Wikidata QID @@
+Q58295312
@@ Property / Wikidata QID: Q58295312 / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+LifeMetrics
@@ Property / describes a project that uses: LifeMetrics / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Human Mortality
@@ Property / describes a project that uses: Human Mortality / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2014.10.005
+Normal rank
@@ Property / OpenAlex ID @@
+W2155176565
@@ Property / OpenAlex ID: W2155176565 / rank @@
+Normal rank
@@ Property / cites work @@
+Longevity Risk and Capital Markets: The 2012–2013 Update
+Normal rank
@@ Property / cites work @@
+Bootstrapping the Poisson log-bilinear model for mortality forecasting
+Normal rank
@@ Property / cites work @@
+Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging
+Normal rank
@@ Property / cites work @@
+Modelling and management of mortality risk: a review
+Normal rank
@@ Property / cites work @@
+A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
+Normal rank
@@ Property / cites work @@
+The CBD Mortality Indexes: Modeling and Applications
+Normal rank
@@ Property / cites work @@
+A Gravity Model of Mortality Rates for Two Related Populations
+Normal rank
@@ Property / cites work @@
+Modelling Adult Mortality in Small Populations: The Saint Model
+Normal rank
@@ Property / cites work @@
+Key Q-Duration: A Framework for Hedging Longevity Risk
+Normal rank
@@ Property / cites work @@
+On the mortality/longevity risk hedging with mortality immunization
+Normal rank
@@ Property / cites work @@
+Stochastic portfolio specific mortality and the quantification of mortality basis risk
+Normal rank
@@ Property / cites work @@
+A cohort-based extension to the Lee-Carter model for mortality reduction factors
+Normal rank
@@ Property / cites work @@
+Modeling Multiple Times Series with Applications
@@ Property / cites work: Modeling Multiple Times Series with Applications / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimal product mix in life insurance companies using conditional value at risk
+Normal rank
@@ Property / cites work @@
+Q3393449
@@ Property / cites work: Q3393449 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing and securitization of multi-country longevity risk with mortality dependence
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2514628