Pages that link to "Item:Q2271661"

The following pages link to Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661):

Displaying 28 items.

• Hedging pure endowments with mortality derivatives (Q344001) (← links)
• Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
• On the pricing of longevity-linked securities (Q659196) (← links)
• On the robustness of longevity risk pricing (Q661262) (← links)
• Price bounds of mortality-linked security in incomplete insurance market (Q743137) (← links)
• Hedging life insurance with pure endowments (Q882466) (← links)
• Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
• The annuity puzzle remains a puzzle (Q1656362) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• Heterogeneous expectations and speculative behavior in insurance-linked securities (Q1723394) (← links)
• A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Q2059681) (← links)
• Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness (Q2116886) (← links)
• Optimal consumption and investment with insurer default risk (Q2273975) (← links)
• Calibrating affine stochastic mortality models using term assurance premiums (Q2276259) (← links)
• A model-point approach to indifference pricing of life insurance portfolios with dependent lives (Q2282726) (← links)
• On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
• Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
• The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
• An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk (Q2445357) (← links)
• Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
• Pricing extreme mortality risk in the wake of the COVID-19 pandemic (Q2681451) (← links)
• From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223) (← links)
• A proposition of generalized stochastic Milevsky–Promislov mortality models (Q4562033) (← links)
• THE PRICING OF MORTALITY-LINKED CONTINGENT CLAIMS: AN EQUILIBRIUM APPROACH (Q5398346) (← links)
• DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (Q5745193) (← links)
• Pricing guaranteed annuity options in a linear-rational Wishart mortality model (Q6199669) (← links)