Pages that link to "Item:Q3077715"

The following pages link to On systematic mortality risk and risk-minimization with survivor swaps (Q3077715):

Displaying 42 items.

• Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
• Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824) (← links)
• An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
• On the robustness of longevity risk pricing (Q661262) (← links)
• Longevity risk, cost of capital and hedging for life insurers under Solvency II (Q743154) (← links)
• Dependent interest and transition rates in life insurance (Q743157) (← 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)
• Optimal hedging of demographic risk in life insurance (Q1936833) (← links)
• Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
• Optimal dynamic longevity hedge with basis risk (Q2242224) (← links)
• A continuous-time stochastic model for the mortality surface of multiple populations (Q2273987) (← links)
• On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119) (← links)
• The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
• A subordinated Markov model for stochastic mortality (Q2391941) (← links)
• Pricing European options on deferred annuities (Q2442531) (← links)
• A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
• It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457) (← links)
• Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors (Q2633877) (← links)
• Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
• Mortality options: the point of view of an insurer (Q2656991) (← links)
• Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118) (← links)
• A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← 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)
• Modelling and management of mortality risk: a review (Q3077713) (← links)
• The evolution of death rates and life expectancy in Denmark (Q3077717) (← links)
• LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927) (← links)
• MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (Q4563765) (← links)
• Basis risk in static versus dynamic longevity-risk hedging (Q4575469) (← links)
• Pricing Reinsurance Contracts (Q4613815) (← links)
• Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know? (Q4987090) (← links)
• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (Q5029052) (← links)
• Stochastic Mortality Models and Pandemic Shocks (Q5051106) (← links)
• Continuous-time multi-cohort mortality modelling with affine processes (Q5123186) (← links)
• GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS (Q5152543) (← links)
• DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (Q5745193) (← links)
• Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets (Q5746529) (← links)
• Longevity hedge effectiveness using socioeconomic indices (Q6152719) (← links)
• Pricing and hedging of longevity basis risk through securitisation (Q6494327) (← links)
• Risk-minimization for life insurance liabilities with dependent mortality risk (Q6497103) (← links)