A strategy for hedging risks associated with period and cohort effects using q-forwards (Q1697249): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 4 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: Human Mortality / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: StMoMo / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2760870430 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Longevity Risk and Capital Markets: The 2012–2013 Update / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4137964 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Longevity hedge effectiveness: a decomposition / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts / rank
 
Normal rank
Property / cites work
 
Property / cites work: On systematic mortality risk and risk-minimization with survivor swaps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuation and hedging of life insurance liabilities with systematic mortality risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Evaluating the goodness of fit of stochastic mortality models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Evaluating the advanced life deferred annuity -- an annuity people might actually buy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measuring Basis Risk in Longevity Hedges / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Key Q-Duration: A Framework for Hedging Longevity Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Delta-gamma hedging of mortality and interest rate risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA) / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 03:24, 15 July 2024

scientific article
Language Label Description Also known as
English
A strategy for hedging risks associated with period and cohort effects using q-forwards
scientific article

    Statements

    A strategy for hedging risks associated with period and cohort effects using q-forwards (English)
    0 references
    0 references
    0 references
    15 February 2018
    0 references
    index-based longevity hedges
    0 references
    longevity risk
    0 references
    model M7
    0 references
    q-forwards
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references