The following pages link to (Q4962323):
Displayed 42 items.
- Delta-gamma hedging of mortality and interest rate risk (Q414608) (← links)
- Computing survival probabilities based on stochastic differential models (Q464647) (← links)
- Stochastic mortality models: an infinite-dimensional approach (Q471180) (← links)
- Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
- A stochastic model for mortality rate on italian data (Q639215) (← links)
- Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
- Retirement spending and biological age (Q1655772) (← links)
- Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts (Q1667420) (← links)
- A unisex stochastic mortality model to comply with EU Gender Directive (Q1681196) (← links)
- Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims (Q1703033) (← links)
- Robust evaluation of SCR for participating life insurances under Solvency II (Q1742714) (← links)
- Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Q2059681) (← links)
- Dynamic bivariate mortality modelling (Q2152246) (← links)
- Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time (Q2157224) (← links)
- Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) (← links)
- Spatial patterns of mortality in the United States: a spatial filtering approach (Q2212157) (← links)
- Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
- A market-consistent framework for the fair evaluation of insurance contracts under Solvency II (Q2331008) (← links)
- Assessing the solvency of insurance portfolios via a continuous-time cohort model (Q2347094) (← links)
- The joint mortality of couples in continuous time (Q2364010) (← links)
- The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
- Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting (Q2374126) (← links)
- Longevity-linked assets and pre-retirement consumption/portfolio decisions (Q2404542) (← links)
- Mortality surface by means of continuous time cohort models (Q2445996) (← links)
- A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO index linked policies (Q2513448) (← links)
- Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities (Q2513624) (← links)
- Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
- Optimal retirement products under subjective mortality beliefs (Q2665840) (← links)
- Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118) (← links)
- Reduced-form setting under model uncertainty with non-linear affine intensities (Q2671641) (← links)
- Dynamics of solvency risk in life insurance liabilities (Q4575375) (← links)
- SOLVENCY REQUIREMENT IN A UNISEX MORTALITY MODEL (Q4691253) (← links)
- Stochastic Mortality Models and Pandemic Shocks (Q5051106) (← links)
- INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (Q5067889) (← links)
- Continuous-time multi-cohort mortality modelling with affine processes (Q5123186) (← links)
- VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD (Q5140077) (← links)
- Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method (Q5234308) (← links)
- Systematic Mortality Improvement Trends and Mortality Heterogeneity: Insights from Individual-Level HRS Data (Q5382566) (← links)
- Explosion time for some Laplace transforms of the Wishart process (Q5742577) (← links)
- Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation (Q5881716) (← links)
- A Cox model for gradually disappearing events (Q6104957) (← links)
- A calendar year mortality model in continuous time (Q6174082) (← links)