Pages that link to "Item:Q661233"

The following pages link to Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233):

Displaying 23 items.

• Applications of entropy in finance: a review (Q280721) (← links)
• Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
• A step-by-step guide to building two-population stochastic mortality models (Q492644) (← links)
• Multi-population mortality models: a factor copula approach (Q492648) (← links)
• The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (Q495460) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• Heterogeneous expectations and speculative behavior in insurance-linked securities (Q1723394) (← links)
• A comparative study of pricing approaches for longevity instruments (Q1799642) (← 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)
• Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk (Q2347055) (← links)
• Two maxentropic approaches to determine the probability density of compound risk losses (Q2347057) (← links)
• Inference pitfalls in Lee-Carter model for forecasting mortality (Q2520431) (← links)
• Incorporating the Bühlmann credibility into mortality models to improve forecasting performances (Q4575474) (← links)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools (Q4987093) (← links)
• Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes (Q4987105) (← links)
• Market pricing of longevity-linked securities (Q5003359) (← links)
• Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts (Q5241932) (← links)
• A Bühlmann Credibility Approach to Modeling Mortality Rates (Q5379217) (← links)
• Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
• A Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages (Q5742672) (← links)
• Hierarchical Bayesian modeling of multi-country mortality rates (Q5865319) (← links)