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

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+Longevity Risk and Capital Markets: The 2012–2013 Update
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+Bootstrapping the Poisson log-bilinear model for mortality forecasting
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+Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging
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+Modelling and management of mortality risk: a review
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+A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
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+The CBD Mortality Indexes: Modeling and Applications
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+A Gravity Model of Mortality Rates for Two Related Populations
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+Modelling Adult Mortality in Small Populations: The Saint Model
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+Key Q-Duration: A Framework for Hedging Longevity Risk
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+On the mortality/longevity risk hedging with mortality immunization
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+Stochastic portfolio specific mortality and the quantification of mortality basis risk
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+A cohort-based extension to the Lee-Carter model for mortality reduction factors
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+Modeling Multiple Times Series with Applications
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+On the optimal product mix in life insurance companies using conditional value at risk
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+Q3393449
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+Pricing and securitization of multi-country longevity risk with mortality dependence
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