Pages that link to "Item:Q654824"

The following pages link to Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824):

Displaying 25 items.

• De-risking defined benefit plans (Q492661) (← links)
• The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty (Q784407) (← links)
• A strategy for hedging risks associated with period and cohort effects using q-forwards (Q1697249) (← links)
• Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605) (← links)
• Recent declines in life expectancy: implication on longevity risk hedging (Q2038264) (← links)
• Green nested simulation via likelihood ratio: applications to longevity risk management (Q2172053) (← links)
• Optimal dynamic longevity hedge with basis risk (Q2242224) (← links)
• Parametric mortality indexes: from index construction to hedging strategies (Q2514628) (← links)
• It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457) (← links)
• Longevity hedge effectiveness: a decomposition (Q2879022) (← links)
• A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks (Q3107264) (← links)
• MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (Q4563765) (← links)
• THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK (Q4563789) (← links)
• A partial internal model for longevity risk (Q4576802) (← links)
• Stochastic modelling of mortality and financial markets (Q4576865) (← links)
• Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know? (Q4987090) (← links)
• An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104) (← links)
• Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes (Q4987105) (← links)
• The CBD Mortality Indexes: Modeling and Applications (Q5742658) (← links)
• Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk (Q5742661) (← links)
• Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II (Q5742668) (← links)
• DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (Q5745193) (← links)
• Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach (Q6152687) (← links)
• Longevity hedge effectiveness using socioeconomic indices (Q6152719) (← links)
• A new approximation of annuity prices for age-period-cohort models (Q6593153) (← links)