Pages that link to "Item:Q659196"
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The following pages link to On the pricing of longevity-linked securities (Q659196):
Displayed 26 items.
- Hedging pure endowments with mortality derivatives (Q344001) (← links)
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- Multi-population mortality models: a factor copula approach (Q492648) (← links)
- The choice of sample size for mortality forecasting: a Bayesian learning approach (Q492650) (← links)
- A new defined benefit pension risk measurement methodology (Q492658) (← links)
- Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Valuation of longevity-linked life annuities (Q1697238) (← links)
- Do actuaries believe in longevity deceleration? (Q1697260) (← links)
- Heterogeneous expectations and speculative behavior in insurance-linked securities (Q1723394) (← links)
- Robust evaluation of SCR for participating life insurances under Solvency II (Q1742714) (← links)
- A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
- Options on tontines: an innovative way of combining tontines and annuities (Q2010907) (← links)
- On the forward rate concept in multi-state life insurance (Q2339120) (← links)
- Longevity-linked assets and pre-retirement consumption/portfolio decisions (Q2404542) (← links)
- Multidimensional Lee-Carter model with switching mortality processes (Q2427829) (← links)
- Consistent dynamic affine mortality models for longevity risk applications (Q2445991) (← links)
- Understanding, modelling and managing longevity risk: key issues and main challenges (Q2866305) (← links)
- LONGEVITY RISK MANAGEMENT AND SHAREHOLDER VALUE FOR A LIFE ANNUITY BUSINESS (Q4563788) (← links)
- A partial internal model for longevity risk (Q4576802) (← links)
- Pricing<i>q</i>-forward contracts: an evaluation of estimation window and pricing method under different mortality models (Q4576962) (← links)
- TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN (Q4629469) (← links)
- ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION (Q4972126) (← links)
- Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
- DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (Q5745193) (← links)