Pages that link to "Item:Q4563806"

The following pages link to A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806):

Displaying 29 items.

• Exchangeable mortality projection (Q825291) (← links)
• Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605) (← links)
• Addressing the life expectancy gap in pension policy (Q2038240) (← links)
• A combined analysis of hedge effectiveness and capital efficiency in longevity hedging (Q2038255) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Modelling and forecasting mortality improvement rates with random effects (Q2066777) (← links)
• Clustering-based simultaneous forecasting of life expectancy time series through Long-Short Term Memory Neural Networks (Q2069065) (← links)
• Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) (← links)
• Multi-population modelling and forecasting life-table death counts (Q2172045) (← links)
• On the optimal hedge ratio in index-based longevity risk hedging (Q2303994) (← links)
• Coherent modeling of mortality patterns for age-specific subgroups (Q2331009) (← links)
• Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
• A DSA Algorithm for Mortality Forecasting (Q3385439) (← links)
• Basis risk in static versus dynamic longevity-risk hedging (Q4575469) (← links)
• MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX (Q4972117) (← links)
• Trends in Canadian Mortality by Pension Level: Evidence from the CPP and QPP (Q4987080) (← links)
• Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers (Q4987092) (← links)
• Multi-population mortality forecasting using tensor decomposition (Q5140648) (← links)
• Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach (Q5140653) (← links)
• A DOUBLE COMMON FACTOR MODEL FOR MORTALITY PROJECTION USING BEST-PERFORMANCE MORTALITY RATES AS REFERENCE (Q5152542) (← links)
• PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES (Q5152544) (← links)
• MORTALITY FORECASTING WITH A SPATIALLY PENALIZED SMOOTHED VAR MODEL (Q5157767) (← links)
• The dependency premium based on a multifactor model for dependent mortality data (Q5860764) (← links)
• Dispersion modelling of mortality for both sexes with Tweedie distributions (Q5865318) (← links)
• THE SAINT MODEL: A DECADE LATER (Q5866176) (← links)
• CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS (Q5866177) (← links)
• Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models (Q6089412) (← links)
• Longevity hedge effectiveness using socioeconomic indices (Q6152719) (← links)
• Pricing and hedging of longevity basis risk through securitisation (Q6494327) (← links)