Pages that link to "Item:Q414608"

The following pages link to Delta-gamma hedging of mortality and interest rate risk (Q414608):

Displayed 9 items.

• Optimal dynamic asset allocation of pension fund in mortality and salary risks framework (Q495461) ‎ (← links)
• Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances (Q727663) ‎ (← links)
• Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk (Q743143) ‎ (← links)
• A unisex stochastic mortality model to comply with EU Gender Directive (Q1681196) ‎ (← links)
• A strategy for hedging risks associated with period and cohort effects using q-forwards (Q1697249) ‎ (← links)
• It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457) ‎ (← links)
• A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) ‎ (← links)
• LONGEVITY RISK MANAGEMENT AND SHAREHOLDER VALUE FOR A LIFE ANNUITY BUSINESS (Q4563788) ‎ (← links)
• THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK (Q4563789) ‎ (← links)