Pages that link to "Item:Q2520457"
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The following pages link to It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457):
Displaying 6 items.
- 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)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104) (← links)
- Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach (Q6152687) (← links)