Pages that link to "Item:Q882466"
From MaRDI portal
The following pages link to Hedging life insurance with pure endowments (Q882466):
Displaying 15 items.
- Hedging pure endowments with mortality derivatives (Q344001) (← links)
- On the pricing of longevity-linked securities (Q659196) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- Price bounds of mortality-linked security in incomplete insurance market (Q743137) (← links)
- The prediction risk for the development of mortality -- can it be minimized by an appropriate portfolio composition? (Q949438) (← links)
- Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283) (← links)
- On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119) (← links)
- An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk (Q2445357) (← links)
- Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process (Q3077724) (← links)
- From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223) (← links)
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)
- Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
- Relative Hedging of Systematic Mortality Risk (Q5029058) (← links)
- The Impact of Disability Insurance on a Portfolio of Life Insurances (Q5379178) (← links)
- A Cautionary Note on Natural Hedging of Longevity Risk (Q5742664) (← links)
