The following pages link to Affine stochastic mortality (Q2507942):
Displaying 50 items.
- Valuing inflation-linked death benefits under a stochastic volatility framework (Q343966) (← links)
- Hedging pure endowments with mortality derivatives (Q344001) (← links)
- Stochastic mortality models: an infinite-dimensional approach (Q471180) (← links)
- Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
- On stochastic mortality modeling (Q659159) (← links)
- Dynamic mortality factor model with conditional heteroskedasticity (Q659163) (← links)
- On the optimal product mix in life insurance companies using conditional value at risk (Q659215) (← links)
- An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation (Q659246) (← links)
- A linear algebraic method for pricing temporary life annuities and insurance policies (Q661219) (← links)
- Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
- Longevity risk, cost of capital and hedging for life insurers under Solvency II (Q743154) (← links)
- Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios (Q938032) (← links)
- Quadratic stochastic intensity and prospective mortality tables (Q938051) (← links)
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
- Mortality modelling with Lévy processes (Q939382) (← links)
- Modelling stochastic mortality for dependent lives (Q974810) (← links)
- Longevity risk in portfolios of pension annuities (Q998263) (← links)
- Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283) (← links)
- Retirement spending and biological age (Q1655772) (← links)
- Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts (Q1667420) (← links)
- A unisex stochastic mortality model to comply with EU Gender Directive (Q1681196) (← links)
- Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414) (← links)
- Constructing dynamic life tables with a single-factor model (Q2026541) (← links)
- Addressing the life expectancy gap in pension policy (Q2038240) (← links)
- Dynamic bivariate mortality modelling (Q2152246) (← links)
- Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time (Q2157224) (← links)
- Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) (← links)
- A continuous-time stochastic model for the mortality surface of multiple populations (Q2273987) (← links)
- Calibrating affine stochastic mortality models using term assurance premiums (Q2276259) (← links)
- A market-consistent framework for the fair evaluation of insurance contracts under Solvency II (Q2331008) (← links)
- The joint mortality of couples in continuous time (Q2364010) (← links)
- A micro-level claim count model with overdispersion and reporting delays (Q2374091) (← links)
- Pricing European options on deferred annuities (Q2442531) (← links)
- Consistent dynamic affine mortality models for longevity risk applications (Q2445991) (← links)
- Mortality surface by means of continuous time cohort models (Q2445996) (← links)
- Pricing of Ratchet equity-indexed annuities under stochastic interest rates (Q2463567) (← links)
- A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO index linked policies (Q2513448) (← links)
- Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities (Q2513624) (← links)
- Pricing range notes within Wishart affine models (Q2513635) (← links)
- Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality (Q2520456) (← links)
- Volterra mortality model: actuarial valuation and risk management with long-range dependence (Q2656983) (← links)
- Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
- Reduced-form setting under model uncertainty with non-linear affine intensities (Q2671641) (← links)
- Pricing extreme mortality risk in the wake of the COVID-19 pandemic (Q2681451) (← links)
- Understanding, modelling and managing longevity risk: key issues and main challenges (Q2866305) (← links)
- A cautionary note on pricing longevity index swaps (Q2868593) (← links)
- BILINEAR TERM STRUCTURE MODEL (Q3069955) (← links)
