Pages that link to "Item:Q492630"
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The following pages link to Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630):
Displayed 22 items.
- A multivariate evolutionary credibility model for mortality improvement rates (Q343971) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Do actuaries believe in longevity deceleration? (Q1697260) (← links)
- Identifiability, cointegration and the gravity model (Q1697266) (← links)
- A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
- Cause-specific mortality rates: common trends and differences (Q2038253) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- The economics of sharing macro-longevity risk (Q2038269) (← links)
- Pitfalls and merits of cointegration-based mortality models (Q2292183) (← links)
- Evaluation of credit value adjustment in K-forward (Q2404546) (← links)
- It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457) (← links)
- Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
- Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
- Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
- COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH (Q4563804) (← links)
- MODELLING MORTALITY FOR PENSION SCHEMES (Q4563805) (← links)
- A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806) (← links)
- ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION (Q4972126) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- A Bayesian Approach to Modeling and Projecting Cohort Effects (Q4987102) (← links)
- Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)