Pages that link to "Item:Q938032"
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The following pages link to Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios (Q938032):
Displayed 17 items.
- Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
- Delta-gamma hedging of mortality and interest rate risk (Q414608) (← links)
- Stochastic mortality models: an infinite-dimensional approach (Q471180) (← links)
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Do actuaries believe in longevity deceleration? (Q1697260) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Regime-switching shot-noise processes and longevity bond pricing (Q2257575) (← links)
- On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119) (← links)
- Consistent dynamic affine mortality models for longevity risk applications (Q2445991) (← links)
- Optimal assets allocation and benefit adjustment strategy with longevity risk for target benefit pension plans (Q2691364) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
- Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies (Q4987113) (← links)
- Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
- Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets (Q5746529) (← links)