Pages that link to "Item:Q2442512"
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The following pages link to Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512):
Displayed 19 items.
- A multivariate evolutionary credibility model for mortality improvement rates (Q343971) (← links)
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630) (← links)
- Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach (Q492638) (← links)
- A step-by-step guide to building two-population stochastic mortality models (Q492644) (← links)
- Multi-population mortality models: a factor copula approach (Q492648) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Identifiability, cointegration and the gravity model (Q1697266) (← links)
- Age-specific copula-AR-GARCH mortality models (Q2347102) (← links)
- On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119) (← links)
- Coherent modeling of male and female mortality using Lee-Carter in a complex number framework (Q2374103) (← links)
- Time-consistent mean-variance hedging of longevity risk: effect of cointegration (Q2513456) (← links)
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach (Q2514620) (← links)
- Parametric mortality indexes: from index construction to hedging strategies (Q2514628) (← links)
- Inference pitfalls in Lee-Carter model for forecasting mortality (Q2520431) (← links)
- It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457) (← links)
- COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH (Q4563804) (← links)
- A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806) (← links)
- TESTING FOR A UNIT ROOT IN LEE–CARTER MORTALITY MODEL (Q4563809) (← links)