A partial internal model for longevity risk (Q4576802): Difference between revisions

@@ Property / describes a project that uses @@
+Human Mortality
@@ Property / describes a project that uses: Human Mortality / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03461238.2013.836561
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@@ Property / OpenAlex ID @@
+W1975768470
@@ Property / OpenAlex ID: W1975768470 / rank @@
+Normal rank
@@ Property / cites work @@
+On the pricing of longevity-linked securities
@@ Property / cites work: On the pricing of longevity-linked securities / rank @@
+Normal rank
@@ Property / cites work @@
+Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk
+Normal rank
@@ Property / cites work @@
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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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+Extending Lee–Carter Mortality Forecasting
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+Measuring Basis Risk in Longevity Hedges
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+Q3611830
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+Stochastic portfolio specific mortality and the quantification of mortality basis risk
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+Lee-Carter mortality forecasting with age-specific enhancement.
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+A cohort-based extension to the Lee-Carter model for mortality reduction factors
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