Pages that link to "Item:Q2514628"

The following pages link to Parametric mortality indexes: from index construction to hedging strategies (Q2514628):

Displaying 10 items.

• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Evaluation of credit value adjustment in K-forward (Q2404546) (← links)
• SMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXES (Q4562942) (← links)
• THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK (Q4563789) (← links)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes (Q4987105) (← links)
• Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies (Q4987113) (← links)
• Market pricing of longevity-linked securities (Q5003359) (← links)
• PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES (Q5152544) (← links)