Pages that link to "Item:Q2499824"
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The following pages link to Mortality-dependent financial risk measures (Q2499824):
Displaying 12 items.
- Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630) (← links)
- De-risking defined benefit plans (Q492661) (← links)
- Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← links)
- An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation (Q659246) (← links)
- Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
- A subordinated Markov model for stochastic mortality (Q2391941) (← links)
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)
- A Bayesian Approach to Modeling and Projecting Cohort Effects (Q4987102) (← links)
- An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104) (← links)
- Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
- A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (Q5029052) (← links)
- Pricing longevity-linked derivatives using a stochastic mortality model (Q5077955) (← links)
