Risk-minimization for life insurance liabilities with dependent mortality risk
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Publication:6497103
Recommendations
- Risk-minimization for life insurance liabilities
- Risk-minimization for life insurance liabilities with basis risk
- Valuation and hedging of life insurance liabilities with systematic mortality risk
- Mortality risk management under the factor copula framework -- with applications to insurance policy pools
- A bidimensional approach to mortality risk
Cites work
- scientific article; zbMATH DE number 4085365 (Why is no real title available?)
- scientific article; zbMATH DE number 3751955 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 2144815 (Why is no real title available?)
- scientific article; zbMATH DE number 822726 (Why is no real title available?)
- scientific article; zbMATH DE number 6971094 (Why is no real title available?)
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- A bidimensional approach to mortality risk
- A guided tour through quadratic hedging approaches
- A theory of the term structure of interest rates
- Affine processes and applications in finance
- Affine processes for dynamic mortality and actuarial valuations
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
- Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection
- HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS
- Hazard rate for credit risk and hedging defaultable contingent claims
- Hedging life insurance contracts in a Lévy process financial market
- Local risk-minimization for multidimensional assets and payment streams
- Modeling and forecasting U.S. mortality. (With discussion)
- Mortality surface by means of continuous time cohort models
- On systematic mortality risk and risk-minimization with survivor swaps
- On the forecasting of mortality reduction factors
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
- Pricing interest-rate-derivative securities
- Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
- Risk-minimization for life insurance liabilities
- Risk-minimization for life insurance liabilities
- Risk-minimization for life insurance liabilities with basis risk
- Risk-minimizing hedging strategies for insurance payment processes
- THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD
- The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
- Transform Analysis and Asset Pricing for Affine Jump-diffusions
- Valuation and hedging of life insurance liabilities with systematic mortality risk
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