LifeMetrics

swMATH10674MaRDI QIDQ22632FDOQ22632

Author name not available (Why is that?)

Cited In (19)

• Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model
• On the Structure and Classification of Mortality Models
• Parametric mortality indexes: from index construction to hedging strategies
• Redistribution of longevity risk: the effect of heterogeneous mortality beliefs
• A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates
• Evaluating the goodness of fit of stochastic mortality models
• On the effectiveness of natural hedging for insurance companies and pension plans
• Introducing and Evaluating a New Multiple-Component Stochastic Mortality Model
• Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform
• Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy
• Mortality risk modeling: applications to insurance securitization
• Securitization, structuring and pricing of longevity risk
• Measuring Basis Risk in Longevity Hedges
• A stochastic model for mortality rate on italian data
• Dynamic mortality factor model with conditional heteroskedasticity
• Explaining Young mortality
• Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard
• Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know?
• Pricing and securitization of multi-country longevity risk with mortality dependence

This page was built for software: LifeMetrics