The following pages link to Mortality Regimes and Pricing (Q3107268):
Displaying 28 items.
- Hedging pure endowments with mortality derivatives (Q344001) (← links)
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
- De-risking defined benefit plans (Q492661) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Pension risk management with funding and buyout options (Q1697235) (← links)
- Valuation of longevity-linked life annuities (Q1697238) (← links)
- Modeling trend processes in parametric mortality models (Q1697268) (← links)
- Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality (Q1936470) (← links)
- It takes two: why mortality trend modeling is more than modeling one mortality trend (Q2038241) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Modeling pandemic mortality risk and its application to mortality-linked security pricing (Q2172056) (← links)
- Regime-switching shot-noise processes and longevity bond pricing (Q2257575) (← links)
- Multidimensional Lee-Carter model with switching mortality processes (Q2427829) (← links)
- Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality (Q2520456) (← links)
- THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK (Q4563789) (← links)
- The impact of multiple structural changes on mortality predictions (Q4575367) (← links)
- Mortality regimes and longevity risk in a life annuity portfolio (Q4576922) (← links)
- Lifetime asset allocation with idiosyncratic and systematic mortality risks (Q4583595) (← links)
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
- Stochastic Mortality Models and Pandemic Shocks (Q5051106) (← links)
- Incorporating structural changes in mortality improvements for mortality forecasting (Q5140650) (← links)
- Optimal Risk Classification with an Application to Substandard Annuities (Q5168702) (← links)
- Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes (Q5210999) (← links)
- Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
- Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk (Q5742661) (← links)
