Pages that link to "Item:Q3077713"

The following pages link to Modelling and management of mortality risk: a review (Q3077713):

Displaying 48 items.

• Case study of Swiss mortality using Bayesian modeling (Q303722) (← links)
• Managing longevity and disability risks in life annuities with long term care (Q414606) (← links)
• Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
• Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← links)
• Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824) (← links)
• On the robustness of longevity risk pricing (Q661262) (← links)
• A note on optimal investment-consumption-insurance in a Lévy market (Q896739) (← links)
• Multivariate time series modeling, estimation and prediction of mortalities (Q896760) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• Heterogeneous expectations and speculative behavior in insurance-linked securities (Q1723394) (← links)
• Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605) (← links)
• A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
• Analysis of Finnish and Swedish mortality data with stochastic mortality models (Q1936562) (← links)
• Optimal hedging of demographic risk in life insurance (Q1936833) (← links)
• Addressing the life expectancy gap in pension policy (Q2038240) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• A random forest algorithm to improve the Lee-Carter mortality forecasting: impact on q-forward (Q2153637) (← links)
• Multi-population modelling and forecasting life-table death counts (Q2172045) (← links)
• A more meaningful parameterization of the Lee-Carter model (Q2212133) (← links)
• Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
• Forecasting mortality rate improvements with a high-dimensional VAR (Q2273994) (← links)
• On the optimal hedge ratio in index-based longevity risk hedging (Q2303994) (← links)
• The impact of longevity and investment risk on a portfolio of life insurance liabilities (Q2323648) (← links)
• Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis (Q2331000) (← links)
• Selecting stochastic mortality models for the Italian population (Q2343099) (← links)
• On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119) (← links)
• Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type (Q2364014) (← links)
• A subordinated Markov model for stochastic mortality (Q2391941) (← links)
• Multidimensional Lee-Carter model with switching mortality processes (Q2427829) (← links)
• Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities (Q2513624) (← links)
• Parametric mortality indexes: from index construction to hedging strategies (Q2514628) (← links)
• Lifetime ruin under ambiguous hazard rate (Q2520439) (← links)
• Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
• Multi-population mortality modeling: when the data is too much and not enough (Q2670121) (← links)
• Irreversible reinsurance: a singular control approach (Q2682993) (← links)
• Understanding, modelling and managing longevity risk: key issues and main challenges (Q2866305) (← links)
• Performance measurement of pension strategies: a case study of Danish life cycle products (Q2866309) (← links)
• Performance measurement of pension strategies: a case study of Danish life-cycle products (Q2868596) (← links)
• Longevity hedge effectiveness: a decomposition (Q2879022) (← links)
• Measuring Basis Risk in Longevity Hedges (Q3107266) (← links)
• О существовании и единственности оценки ожидаемой продолжительности жизни в модели стабильного населения (Q4986479) (← links)
• TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY (Q5045336) (← links)
• WHY DOES A HUMAN DIE? A STRUCTURAL APPROACH TO COHORT-WISE MORTALITY PREDICTION UNDER SURVIVAL ENERGY HYPOTHESIS (Q5157769) (← links)
• SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK (Q5398354) (← links)
• TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS (Q5866180) (← links)
• Multi-population mortality modeling with Lévy processes (Q6089413) (← links)
• Impact of rough stochastic volatility models on long-term life insurance pricing (Q6173889) (← links)
• Survival energy models for mortality prediction and future prospects (Q6174086) (← links)