Pages that link to "Item:Q2879022"

The following pages link to Longevity hedge effectiveness: a decomposition (Q2879022):

Displaying 38 items.

• Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
• Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
• The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (Q495460) (← links)
• Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824) (← links)
• Multivariate time series modeling, estimation and prediction of mortalities (Q896760) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• A strategy for hedging risks associated with period and cohort effects using q-forwards (Q1697249) (← links)
• Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605) (← links)
• On the mortality/longevity risk hedging with mortality immunization (Q2015624) (← links)
• It takes two: why mortality trend modeling is more than modeling one mortality trend (Q2038241) (← links)
• A combined analysis of hedge effectiveness and capital efficiency in longevity hedging (Q2038255) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Pooling mortality risk in eurozone state pension liabilities: an application of a Bayesian coherent multi-population cohort-based mortality model (Q2038272) (← links)
• Optimal dynamic longevity hedge with basis risk (Q2242224) (← links)
• Pitfalls and merits of cointegration-based mortality models (Q2292183) (← links)
• Age-specific copula-AR-GARCH mortality models (Q2347102) (← links)
• Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration (Q2374128) (← links)
• Evaluation of credit value adjustment in K-forward (Q2404546) (← links)
• It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457) (← links)
• THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK (Q4563789) (← links)
• MODELLING MORTALITY FOR PENSION SCHEMES (Q4563805) (← links)
• A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806) (← links)
• Basis risk in static versus dynamic longevity-risk hedging (Q4575469) (← links)
• Application of Relational Models in Mortality Immunization (Q4633994) (← links)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know? (Q4987090) (← links)
• Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers (Q4987092) (← links)
• Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model (Q4987098) (← links)
• Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies (Q4987113) (← links)
• Cohort and value-based multi-country longevity risk management (Q5123192) (← links)
• PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES (Q5152544) (← links)
• Applications of Mortality Durations and Convexities in Natural Hedges (Q5379127) (← links)
• A Linear Regression Approach to Modeling Mortality Rates of Different Forms (Q5379133) (← links)
• Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
• A Cautionary Note on Natural Hedging of Longevity Risk (Q5742664) (← links)
• DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (Q5745193) (← links)
• Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach (Q6152687) (← links)
• Longevity hedge effectiveness using socioeconomic indices (Q6152719) (← links)