Pages that link to "Item:Q4563789"
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The following pages link to THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK (Q4563789):
Displaying 11 items.
- The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty (Q784407) (← links)
- Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605) (← links)
- A combined analysis of hedge effectiveness and capital efficiency in longevity hedging (Q2038255) (← links)
- Recent declines in life expectancy: implication on longevity risk hedging (Q2038264) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457) (← links)
- An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104) (← links)
- Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes (Q4987105) (← links)
- PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES (Q5152544) (← links)
- Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach (Q6152687) (← links)
- Rotation in age patterns of mortality decline: statistical evidence and modeling (Q6163071) (← links)
