Pages that link to "Item:Q2442512"

The following pages link to Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512):

Displaying 36 items.

• A multivariate evolutionary credibility model for mortality improvement rates (Q343971) (← links)
• Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
• Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630) (← links)
• Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach (Q492638) (← links)
• A step-by-step guide to building two-population stochastic mortality models (Q492644) (← links)
• Multi-population mortality models: a factor copula approach (Q492648) (← links)
• Exchangeable mortality projection (Q825291) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• Identifiability, cointegration and the gravity model (Q1697266) (← links)
• Modelling mortality dependence: an application of dynamic vine copula (Q2038244) (← links)
• Cause-specific mortality rates: common trends and differences (Q2038253) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Modeling pandemic mortality risk and its application to mortality-linked security pricing (Q2172056) (← links)
• A more meaningful parameterization of the Lee-Carter model (Q2212133) (← links)
• Pitfalls and merits of cointegration-based mortality models (Q2292183) (← links)
• Age-specific copula-AR-GARCH mortality models (Q2347102) (← links)
• On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119) (← links)
• Coherent modeling of male and female mortality using Lee-Carter in a complex number framework (Q2374103) (← links)
• Time-consistent mean-variance hedging of longevity risk: effect of cointegration (Q2513456) (← links)
• Coherent mortality forecasting with generalized linear models: a modified time-transformation approach (Q2514620) (← links)
• Parametric mortality indexes: from index construction to hedging strategies (Q2514628) (← links)
• Inference pitfalls in Lee-Carter model for forecasting mortality (Q2520431) (← links)
• It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457) (← links)
• Multi-population mortality modeling: when the data is too much and not enough (Q2670121) (← links)
• COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH (Q4563804) (← links)
• A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806) (← links)
• TESTING FOR A UNIT ROOT IN LEE–CARTER MORTALITY MODEL (Q4563809) (← links)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• Stochastic Mortality Models and Pandemic Shocks (Q5051106) (← links)
• GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS (Q5152543) (← links)
• MORTALITY FORECASTING WITH A SPATIALLY PENALIZED SMOOTHED VAR MODEL (Q5157767) (← links)
• MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS (Q5379412) (← links)
• Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
• On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England (Q5742669) (← links)
• What drives population ageing? A cointegration analysis (Q6122778) (← links)
• Multi-population mortality modelling: a Bayesian hierarchical approach (Q6494322) (← links)