Pages that link to "Item:Q2443231"
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The following pages link to On the (in-)dependence between financial and actuarial risks (Q2443231):
Displayed 20 items.
- Optimal hedging strategies in equity-linked products (Q724551) (← links)
- Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk (Q743143) (← links)
- The minimal entropy martingale measure in a market of traded financial and actuarial risks (Q2255722) (← links)
- Comonotonic asset prices in arbitrage-free markets (Q2279857) (← links)
- Annuity contract valuation under dependent risks (Q2300949) (← links)
- Assessing the solvency of insurance portfolios via a continuous-time cohort model (Q2347094) (← links)
- The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
- Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
- Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
- Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118) (← links)
- A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
- Pricing pension buy-outs under stochastic interest and mortality rates (Q4585941) (← links)
- Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
- Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies (Q4987113) (← links)
- Some extensions of optimal stopping with financial applications (Q5225052) (← links)
- Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method (Q5234308) (← links)
- Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation (Q5881716) (← links)
- Valuation of general GMWB annuities in a low interest rate environment (Q6072272) (← links)
- Optimal consumption, investment, and insurance under state-dependent risk aversion (Q6163456) (← links)
- The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices (Q6174087) (← links)