Pages that link to "Item:Q621759"
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The following pages link to Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759):
Displaying 24 items.
- Managing longevity and disability risks in life annuities with long term care (Q414606) (← links)
- The choice of sample size for mortality forecasting: a Bayesian learning approach (Q492650) (← links)
- Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824) (← links)
- Longevity risk, cost of capital and hedging for life insurers under Solvency II (Q743154) (← links)
- Dependent interest and transition rates in life insurance (Q743157) (← 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)
- An option pricing approach for measuring solvency capital requirements in insurance industry (Q2153217) (← links)
- Tackling longevity risk by means of financial compensation (Q2153640) (← links)
- Fees in tontines (Q2234753) (← links)
- Modelling and projecting mortality improvement rates using a cohort perspective (Q2445998) (← links)
- It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457) (← links)
- Stress scenario generation for solvency and risk management (Q4575363) (← links)
- Product pricing and solvency capital requirements for long-term care insurance (Q4575459) (← links)
- A partial internal model for longevity risk (Q4576802) (← links)
- Parameter risk in time-series mortality forecasts (Q4577206) (← links)
- TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN (Q4629469) (← links)
- SOLVENCY REQUIREMENT IN A UNISEX MORTALITY MODEL (Q4691253) (← links)
- An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104) (← links)
- Market pricing of longevity-linked securities (Q5003359) (← links)
- Forecasting mortality rates with a general stochastic mortality trend model (Q5083683) (← links)
- PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES (Q5152544) (← links)
- RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT (Q5419641) (← links)
- Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II (Q5742668) (← links)
