Application of Relational Models in Mortality Immunization (Q4633994): Difference between revisions

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+W2180223159
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+Longevity hedge effectiveness: a decomposition
@@ Property / cites work: Longevity hedge effectiveness: a decomposition / rank @@
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+Natural Hedging of Life and Annuity Mortality Risks
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+Modeling and Forecasting U.S. Mortality
@@ Property / cites work: Modeling and Forecasting U.S. Mortality / rank @@
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+On the effectiveness of natural hedging for insurance companies and pension plans
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+Key Q-Duration: A Framework for Hedging Longevity Risk
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+Measuring Basis Risk in Longevity Hedges
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+On the mortality/longevity risk hedging with mortality immunization
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+Applications of Mortality Durations and Convexities in Natural Hedges
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+The role of longevity bonds in optimal portfolios
@@ Property / cites work: The role of longevity bonds in optimal portfolios / rank @@
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+Actuarial applications of the linear hazard transform in mortality immunization
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+A Linear Regression Approach to Modeling Mortality Rates of Different Forms
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+On the optimal product mix in life insurance companies using conditional value at risk
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+Hedging Longevity Risk When Interest Rates are Uncertain
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+Q129159100
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+Publication:4633994