Pages that link to "Item:Q849589"
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The following pages link to Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589):
Displaying 50 items.
- Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
- Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) (← 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)
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- Jump diffusion transition intensities in life insurance and disability annuity (Q495519) (← links)
- The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts (Q654825) (← links)
- Stochastic portfolio specific mortality and the quantification of mortality basis risk (Q659104) (← links)
- Longevity risk and capital markets: the 2008-2009 update (Q659193) (← 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)
- Forward mortality and other vital rates - are they the way forward? (Q661220) (← links)
- Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
- An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- Price bounds of mortality-linked security in incomplete insurance market (Q743137) (← links)
- Dependent interest and transition rates in life insurance (Q743157) (← 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)
- Mortality modelling with Lévy processes (Q939382) (← 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)
- Early default risk and surrender risk: impacts on participating life insurance policies (Q1697211) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- A strategy for hedging risks associated with period and cohort effects using q-forwards (Q1697249) (← links)
- Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605) (← links)
- A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
- Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414) (← links)
- Optimal hedging of demographic risk in life insurance (Q1936833) (← links)
- Fair dynamic valuation of insurance liabilities via convex hedging (Q2034141) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
- Optimal dynamic longevity hedge with basis risk (Q2242224) (← links)
- A continuous-time stochastic model for the mortality surface of multiple populations (Q2273987) (← links)
- Forward transition rates (Q2274227) (← links)
- On the forward rate concept in multi-state life insurance (Q2339120) (← links)
- Assessing the solvency of insurance portfolios via a continuous-time cohort model (Q2347094) (← links)
- Polynomial diffusion models for life insurance liabilities (Q2374102) (← links)
- The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
- A subordinated Markov model for stochastic mortality (Q2391941) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- Pricing European options on deferred annuities (Q2442531) (← links)
- An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk (Q2445357) (← links)
- Consistent dynamic affine mortality models for longevity risk applications (Q2445991) (← links)
- Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities (Q2513624) (← links)
- Risk aggregation and stochastic claims reserving in disability insurance (Q2514610) (← links)
- It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457) (← links)
- Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors (Q2633877) (← links)
