Pages that link to "Item:Q849589"

The following pages link to Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589):

Displaying 21 items.

• Economic neutral position: how to best replicate not fully replicable liabilities? (Q2656988) (← links)
• Mortality options: the point of view of an insurer (Q2656991) (← links)
• Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
• Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
• A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
• A cautionary note on pricing longevity index swaps (Q2868593) (← links)
• The effect of policyholders’ rationality on unit-linked life insurance contracts with surrender guarantees (Q2879031) (← links)
• Modelling and management of mortality risk: a review (Q3077713) (← links)
• On systematic mortality risk and risk-minimization with survivor swaps (Q3077715) (← links)
• Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process (Q3077724) (← links)
• Mortality Regimes and Pricing (Q3107268) (← links)
• LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927) (← links)
• Extended reduced-form framework for non-life insurance (Q5055334) (← links)
• Modeling the Risk in Mortality Projections (Q5106354) (← links)
• LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC (Q5119562) (← links)
• VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD (Q5140077) (← links)
• HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS (Q5398347) (← links)
• MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING (Q5398353) (← links)
• Stressing dynamic loss models (Q6152707) (← links)
• Pricing guaranteed annuity options in a linear-rational Wishart mortality model (Q6199669) (← links)
• Risk-minimization for life insurance liabilities with dependent mortality risk (Q6497103) (← links)