Pages that link to "Item:Q492638"
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The following pages link to Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach (Q492638):
Displaying 13 items.
- Second-order expansions for maxima of dynamic bivariate normal copulas (Q1687227) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Modelling mortality dependence: an application of dynamic vine copula (Q2038244) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Correlated age-specific mortality model: an application to annuity portfolio management (Q2066778) (← links)
- Modeling pandemic mortality risk and its application to mortality-linked security pricing (Q2172056) (← links)
- Incorporating hierarchical credibility theory into modelling of multi-country mortality rates (Q2306089) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools (Q4987093) (← links)
- NEIGHBOURING PREDICTION FOR MORTALITY (Q5019035) (← links)
- Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations (Q5139819) (← links)
- MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS (Q5379412) (← links)
- Does investment in insurance stocks reap diversification benefits? Static and time varying copula modeling (Q6171861) (← links)
