Pages that link to "Item:Q4987092"
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The following pages link to Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers (Q4987092):
Displaying 11 items.
- Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard (Q1689017) (← links)
- It takes two: why mortality trend modeling is more than modeling one mortality trend (Q2038241) (← 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)
- Green nested simulation via likelihood ratio: applications to longevity risk management (Q2172053) (← links)
- MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX (Q4972117) (← links)
- Tail index-linked annuity: A longevity risk sharing retirement plan (Q5083405) (← links)
- Longevity hedge effectiveness using socioeconomic indices (Q6152719) (← links)
- Pricing and hedging of longevity basis risk through securitisation (Q6494327) (← links)
- Coping with longevity via hedging: fair dynamic valuation of variable annuities (Q6573823) (← links)
- Blended insurance scheme: a synergistic conventional-index insurance mixture (Q6665590) (← links)