Pages that link to "Item:Q817280"

The following pages link to Affine processes for dynamic mortality and actuarial valuations (Q817280):

Displaying 50 items.

• Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
• Hedging pure endowments with mortality derivatives (Q344001) (← links)
• Managing longevity and disability risks in life annuities with long term care (Q414606) (← links)
• Delta-gamma hedging of mortality and interest rate risk (Q414608) (← links)
• Computing survival probabilities based on stochastic differential models (Q464647) (← links)
• Stochastic mortality models: an infinite-dimensional approach (Q471180) (← links)
• Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
• Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
• The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (Q495460) (← links)
• Modeling mortality and pricing life annuities with Lévy processes (Q495501) (← links)
• Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks (Q495504) (← links)
• Jump diffusion transition intensities in life insurance and disability annuity (Q495519) (← links)
• Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
• Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← links)
• A recursive approach to mortality-linked derivative pricing (Q634010) (← links)
• A stochastic model for mortality rate on italian data (Q639215) (← links)
• The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts (Q654825) (← links)
• On the pricing of longevity-linked securities (Q659196) (← links)
• Longevity bond premiums: the extreme value approach and risk cubic pricing (Q659198) (← links)
• Securitization, structuring and pricing of longevity risk (Q659203) (← links)
• On the optimal product mix in life insurance companies using conditional value at risk (Q659215) (← links)
• Mortality risk modeling: applications to insurance securitization (Q659218) (← links)
• Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform (Q659238) (← links)
• An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation (Q659246) (← links)
• Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
• On the robustness of longevity risk pricing (Q661262) (← links)
• Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances (Q727663) (← links)
• Pricing life insurance contracts with early exercise features (Q732096) (← links)
• Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
• Price bounds of mortality-linked security in incomplete insurance market (Q743137) (← links)
• Dependent interest and transition rates in life insurance (Q743157) (← links)
• Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (Q860503) (← links)
• A bidimensional approach to mortality risk (Q882489) (← links)
• Time-consistent actuarial valuations (Q903338) (← links)
• Assessing the cost of capital for longevity risk (Q931189) (← links)
• Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios (Q938032) (← links)
• Quadratic stochastic intensity and prospective mortality tables (Q938051) (← links)
• Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
• Valuation of life insurance products under stochastic interest rates (Q939351) (← links)
• Mortality modelling with Lévy processes (Q939382) (← links)
• Modelling stochastic mortality for dependent lives (Q974810) (← links)
• Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283) (← links)
• Life tables in actuarial models: from the deterministic setting to a Bayesian approach (Q1633242) (← links)
• Retirement spending and biological age (Q1655772) (← links)
• A unisex stochastic mortality model to comply with EU Gender Directive (Q1681196) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
• Random distribution kernels and three types of defaultable contingent payoffs (Q1735048) (← links)
• Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414) (← links)
• Constructing dynamic life tables with a single-factor model (Q2026541) (← links)