Pages that link to "Item:Q659196"

The following pages link to On the pricing of longevity-linked securities (Q659196):

Displaying 43 items.

• Hedging pure endowments with mortality derivatives (Q344001) (← links)
• Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
• Multi-population mortality models: a factor copula approach (Q492648) (← links)
• The choice of sample size for mortality forecasting: a Bayesian learning approach (Q492650) (← links)
• A new defined benefit pension risk measurement methodology (Q492658) (← links)
• Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← links)
• On the robustness of longevity risk pricing (Q661262) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• Valuation of longevity-linked life annuities (Q1697238) (← links)
• Do actuaries believe in longevity deceleration? (Q1697260) (← links)
• Heterogeneous expectations and speculative behavior in insurance-linked securities (Q1723394) (← links)
• Robust evaluation of SCR for participating life insurances under Solvency II (Q1742714) (← links)
• A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
• Options on tontines: an innovative way of combining tontines and annuities (Q2010907) (← 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)
• Modeling and pricing longevity derivatives using Skellam distribution (Q2038258) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time (Q2157224) (← links)
• Care-dependent tontines (Q2172030) (← links)
• A decomposition of general premium principles into risk and deviation (Q2234760) (← links)
• On the forward rate concept in multi-state life insurance (Q2339120) (← links)
• Longevity-linked assets and pre-retirement consumption/portfolio decisions (Q2404542) (← links)
• Multidimensional Lee-Carter model with switching mortality processes (Q2427829) (← links)
• Consistent dynamic affine mortality models for longevity risk applications (Q2445991) (← links)
• Mortality options: the point of view of an insurer (Q2656991) (← links)
• Pricing extreme mortality risk in the wake of the COVID-19 pandemic (Q2681451) (← links)
• Understanding, modelling and managing longevity risk: key issues and main challenges (Q2866305) (← links)
• LONGEVITY RISK MANAGEMENT AND SHAREHOLDER VALUE FOR A LIFE ANNUITY BUSINESS (Q4563788) (← links)
• A partial internal model for longevity risk (Q4576802) (← links)
• Pricing<i>q</i>-forward contracts: an evaluation of estimation window and pricing method under different mortality models (Q4576962) (← links)
• TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN (Q4629469) (← links)
• ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION (Q4972126) (← links)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices (Q4987097) (← 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)
• Market pricing of longevity-linked securities (Q5003359) (← links)
• Tail index-linked annuity: A longevity risk sharing retirement plan (Q5083405) (← links)
• PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES (Q5152544) (← links)
• Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
• DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (Q5745193) (← links)
• The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices (Q6174087) (← links)