Pages that link to "Item:Q659203"
From MaRDI portal
The following pages link to Securitization, structuring and pricing of longevity risk (Q659203):
Displaying 26 items.
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk (Q492655) (← links)
- The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (Q495460) (← links)
- Jump diffusion transition intensities in life insurance and disability annuity (Q495519) (← links)
- Price bounds of mortality-linked security in incomplete insurance market (Q743137) (← links)
- Longevity risk, cost of capital and hedging for life insurers under Solvency II (Q743154) (← links)
- On the effects of changing mortality patterns on investment, labour and consumption under uncertainty (Q1681194) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds (Q1987428) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Age-specific copula-AR-GARCH mortality models (Q2347102) (← links)
- Optimal retirement consumption with a stochastic force of mortality (Q2445342) (← links)
- A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
- Mortality options: the point of view of an insurer (Q2656991) (← links)
- A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
- Longevity hedge effectiveness: a decomposition (Q2879022) (← links)
- Mortality Regimes and Pricing (Q3107268) (← links)
- LONGEVITY RISK MANAGEMENT AND SHAREHOLDER VALUE FOR A LIFE ANNUITY BUSINESS (Q4563788) (← links)
- The Annuity Puzzle and an Outline of Its Solution (Q4634005) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Stochastic Mortality Models and Pandemic Shocks (Q5051106) (← links)
- Hedging Mortality/Longevity Risks for Multiple Years (Q5108353) (← links)
- Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
- Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk (Q5742661) (← links)
- Reverse mortgage and risk profile awareness: proposals for securitization (Q6580709) (← links)
- Mean reflected BSDE driven by a marked point process and application in insurance risk management (Q6582307) (← links)
