Pages that link to "Item:Q2866305"

The following pages link to Understanding, modelling and managing longevity risk: key issues and main challenges (Q2866305):

Displaying 39 items.

• Mortality modeling and regression with matrix distributions (Q59392) (← links)
• Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
• A credibility approach of the Makeham mortality law (Q303726) (← links)
• Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
• Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions (Q320262) (← links)
• Calculation of changes in life expectancy based on proportional hazards model of an intervention (Q784412) (← links)
• Multivariate time series modeling, estimation and prediction of mortalities (Q896760) (← links)
• Bayesian Poisson log-bilinear models for mortality projections with multiple populations (Q903671) (← links)
• Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard (Q1689017) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• Do actuaries believe in longevity deceleration? (Q1697260) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Dynamic bivariate mortality modelling (Q2152246) (← links)
• Tackling longevity risk by means of financial compensation (Q2153640) (← links)
• Socio-economic differentiation in experienced mortality modelling and its pricing implications (Q2157217) (← links)
• Incorporating big microdata in life table construction: A hypothesis-free estimator (Q2273984) (← links)
• Forecasting mortality rate improvements with a high-dimensional VAR (Q2273994) (← links)
• A model-point approach to indifference pricing of life insurance portfolios with dependent lives (Q2282726) (← links)
• The impact of longevity and investment risk on a portfolio of life insurance liabilities (Q2323648) (← links)
• Longevity-linked assets and pre-retirement consumption/portfolio decisions (Q2404542) (← links)
• Time-consistent mean-variance hedging of longevity risk: effect of cointegration (Q2513456) (← links)
• Mortality options: the point of view of an insurer (Q2656991) (← links)
• (Q3387495) (← links)
• COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH (Q4563804) (← links)
• A BAYESIAN JOINT MODEL FOR POPULATION AND PORTFOLIO-SPECIFIC MORTALITY (Q4563808) (← links)
• The impact of multiple structural changes on mortality predictions (Q4575367) (← links)
• Basis risk in static versus dynamic longevity-risk hedging (Q4575469) (← links)
• Stochastic modelling of mortality and financial markets (Q4576865) (← links)
• Pricing<i>q</i>-forward contracts: an evaluation of estimation window and pricing method under different mortality models (Q4576962) (← links)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104) (← links)
• Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
• Market pricing of longevity-linked securities (Q5003359) (← links)
• MORTALITY FORECASTING WITH A SPATIALLY PENALIZED SMOOTHED VAR MODEL (Q5157767) (← links)
• FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II (Q5214821) (← links)
• Basis risk modelling: a cointegration-based approach (Q5276179) (← links)
• CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS (Q5866177) (← links)
• Age-Coherent Mortality Modeling and Forecasting Using a Constrained Sparse Vector-Autoregressive Model (Q5877352) (← links)
• Longevity hedge effectiveness using socioeconomic indices (Q6152719) (← links)