Pages that link to "Item:Q860503"

The following pages link to Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (Q860503):

Displaying 19 items.

• The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts (Q430862) (← links)
• The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts (Q654825) (← links)
• On the optimal product mix in life insurance companies using conditional value at risk (Q659215) (← links)
• Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models (Q659219) (← links)
• The conversion option in life insurance (Q659249) (← links)
• Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age? (Q784405) (← links)
• Valuation of endowment-insurance equity-linked contracts for stocks with exotic dynamics (Q904606) (← links)
• A Berry-Esseen theorem for sample quantiles under weak dependence (Q1009481) (← links)
• Stochastic roots of growth phenomena (Q1782679) (← links)
• A closed-form expression for the quantile function of the Gompertz-Makeham distribution (Q2390404) (← links)
• A feasible natural hedging strategy for insurance companies (Q2443233) (← links)
• Dynamic hedging of conditional value-at-risk (Q2444719) (← links)
• On the valuation of reverse mortgages with regular tenure payments (Q2445355) (← links)
• Quantile hedging on equity-linked life insurance contracts with transaction costs (Q2513623) (← links)
• EFFICIENT HEDGING FOR DEFAULTABLE SECURITIES AND ITS APPLICATION TO EQUITY-LINKED LIFE INSURANCE CONTRACTS (Q3460682) (← links)
• EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS (Q3520341) (← links)
• On the valuation of reverse mortgage insurance (Q4576970) (← links)
• Indifference Pricing of a GLWB Option in Variable Annuities (Q5379221) (← links)
• Ordering properties of the smallest and largest lifetimes in Gompertz–Makeham model (Q5875248) (← links)