Pages that link to "Item:Q3077715"
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The following pages link to On systematic mortality risk and risk-minimization with survivor swaps (Q3077715):
Displayed 12 items.
- 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)
- Optimal hedging of demographic risk in life insurance (Q1936833) (← links)
- A subordinated Markov model for stochastic mortality (Q2391941) (← links)
- Pricing European options on deferred annuities (Q2442531) (← 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)
- 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)
- Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets (Q5746529) (← links)