LifeMetrics

swMATH10674MaRDI QIDQ22632FDOQ22632

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Cited In (19)

• 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
• Longevity Greeks: what do insurers and capital market investors need to know?
• Hedging annuity risks with the age-period-cohort two-population gravity model
• 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
• Introducing and evaluating a new multiple-component stochastic mortality model
• Dynamic mortality factor model with conditional heteroskedasticity
• Modeling and pricing longevity derivatives using stochastic mortality rates and the Esscher transform
• Explaining Young mortality
• Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard
• Pricing and securitization of multi-country longevity risk with mortality dependence

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