Mortality Regimes and Pricing (Q3107268): Difference between revisions

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+The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case
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+Pricing exotic options under regime switching
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+Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
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+Mortality risk modeling: applications to insurance securitization
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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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+A Markov model for switching regressions
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Autoregressive conditional heteroskedasticity and changes in regime
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+A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
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+Securitization of catastrophe mortality risks
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+Mortality derivatives and the option to annuitise.
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+Tax-Deductible Pre-Event Catastrophe Loss Reserves: The Case of Florida
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+Securitization, structuring and pricing of longevity risk
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+Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models
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