Pages that link to "Item:Q4563806"
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The following pages link to A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806):
Displayed 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)
- Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness (Q6107669) (← links)
- Socioeconomic differentials in mortality: implications on index-based longevity hedges (Q6156008) (← links)