Pages that link to "Item:Q2445991"

The following pages link to Consistent dynamic affine mortality models for longevity risk applications (Q2445991):

Displaying 22 items.

• Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk (Q492655) (← links)
• Retirement spending and biological age (Q1655772) (← links)
• A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
• Addressing the life expectancy gap in pension policy (Q2038240) (← links)
• Dynamic bivariate mortality modelling (Q2152246) (← links)
• Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time (Q2157224) (← links)
• Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) (← links)
• Spatial patterns of mortality in the United States: a spatial filtering approach (Q2212157) (← links)
• A continuous-time stochastic model for the mortality surface of multiple populations (Q2273987) (← links)
• Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality (Q2520456) (← links)
• Volterra mortality model: actuarial valuation and risk management with long-range dependence (Q2656983) (← links)
• Fast maximum likelihood estimation of parameters for square root and Bessel processes (Q2700562) (← links)
• LONGEVITY RISK MANAGEMENT AND SHAREHOLDER VALUE FOR A LIFE ANNUITY BUSINESS (Q4563788) (← links)
• Lifetime asset allocation with idiosyncratic and systematic mortality risks (Q4583595) (← links)
• An innovative design of flexible, bequest-enhanced life annuity with natural hedging (Q5106335) (← links)
• Continuous-time multi-cohort mortality modelling with affine processes (Q5123186) (← links)
• Cohort and value-based multi-country longevity risk management (Q5123192) (← links)
• Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method (Q5234308) (← links)
• Systematic Mortality Improvement Trends and Mortality Heterogeneity: Insights from Individual-Level HRS Data (Q5382566) (← links)
• FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY (Q5745191) (← links)
• DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (Q5745193) (← links)
• Survival energy models for mortality prediction and future prospects (Q6174086) (← links)