Pages that link to "Item:Q4575469"

The following pages link to Basis risk in static versus dynamic longevity-risk hedging (Q4575469):

Displaying 12 items.

• Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605) (← links)
• A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
• Time-consistent longevity hedging with long-range dependence (Q2038218) (← links)
• Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) (← links)
• Optimal dynamic longevity hedge with basis risk (Q2242224) (← links)
• Mortality options: the point of view of an insurer (Q2656991) (← links)
• Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know? (Q4987090) (← links)
• Continuous-time multi-cohort mortality modelling with affine processes (Q5123186) (← links)
• Cohort and value-based multi-country longevity risk management (Q5123192) (← links)
• GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS (Q5152543) (← links)
• DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (Q5745193) (← links)
• Pricing and hedging of longevity basis risk through securitisation (Q6494327) (← links)