Pages that link to "Item:Q732668"
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The following pages link to Valuation of contingent claims with mortality and interest rate risks (Q732668):
Displaying 25 items.
- Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
- A linear algebraic method for pricing temporary life annuities and insurance policies (Q661219) (← links)
- Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
- Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
- Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
- Risk measures and behaviors for bonds under stochastic interest rate models (Q1931093) (← links)
- Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414) (← links)
- Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods (Q2212159) (← links)
- Annuity contract valuation under dependent risks (Q2300949) (← links)
- Assessing the solvency of insurance portfolios via a continuous-time cohort model (Q2347094) (← links)
- The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
- On the (in-)dependence between financial and actuarial risks (Q2443231) (← links)
- A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
- Pricing of long dated equity-linked life insurance contracts (Q2804516) (← links)
- A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
- OPTIMAL TIME-CONSISTENT PORTFOLIO AND CONTRIBUTION SELECTION FOR DEFINED BENEFIT PENSION SCHEMES UNDER MEAN–VARIANCE CRITERION (Q2929387) (← links)
- Hedging Longevity Risk When Interest Rates are Uncertain (Q3107263) (← links)
- Pricing pension buy-outs under stochastic interest and mortality rates (Q4585941) (← links)
- Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes (Q5077430) (← links)
- An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions (Q5247276) (← links)
- The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices (Q6174087) (← links)
- Pricing guaranteed annuity options in a linear-rational Wishart mortality model (Q6199669) (← links)
- Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates (Q6550182) (← links)
- A COVID-19 stress test for life insurance: insights into the effectiveness of different risk mitigation strategies (Q6593145) (← links)
- Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products (Q6668690) (← links)
