Pages that link to "Item:Q2374113"
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The following pages link to The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113):
Displaying 15 items.
- Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age? (Q784405) (← links)
- An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks (Q1697208) (← links)
- Robust evaluation of SCR for participating life insurances under Solvency II (Q1742714) (← links)
- Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods (Q2212159) (← links)
- Polynomial diffusion models for life insurance liabilities (Q2374102) (← links)
- Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118) (← links)
- Pricing extreme mortality risk in the wake of the COVID-19 pandemic (Q2681451) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
- Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation (Q5881716) (← links)
- The 3-step hedge-based valuation: fair valuation in the presence of systematic risks (Q6174088) (← links)
- Pricing guaranteed annuity options in a linear-rational Wishart mortality model (Q6199669) (← links)
- Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates (Q6550182) (← links)
- Fair valuations of insurance policies under multiple risk factors: a flexible lattice approach (Q6556605) (← links)
- A COVID-19 stress test for life insurance: insights into the effectiveness of different risk mitigation strategies (Q6593145) (← links)
- Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products (Q6668690) (← links)
