Pages that link to "Item:Q3107266"
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The following pages link to Measuring Basis Risk in Longevity Hedges (Q3107266):
Displaying 50 items.
- Risk-minimization for life insurance liabilities with basis risk (Q253099) (← 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)
- De-risking defined benefit plans (Q492661) (← links)
- Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824) (← links)
- Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data (Q784458) (← links)
- Exchangeable mortality projection (Q825291) (← links)
- Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach (Q825300) (← links)
- Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary (Q903329) (← links)
- Bayesian Poisson log-bilinear models for mortality projections with multiple populations (Q903671) (← links)
- Sex-specific mortality forecasting for UK countries: a coherent approach (Q1616049) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- A strategy for hedging risks associated with period and cohort effects using q-forwards (Q1697249) (← links)
- Identifiability, cointegration and the gravity model (Q1697266) (← links)
- Heterogeneous expectations and speculative behavior in insurance-linked securities (Q1723394) (← links)
- Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605) (← links)
- A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
- Options on tontines: an innovative way of combining tontines and annuities (Q2010907) (← links)
- On the mortality/longevity risk hedging with mortality immunization (Q2015624) (← links)
- Modelling mortality dependence: an application of dynamic vine copula (Q2038244) (← links)
- Cause-specific mortality rates: common trends and differences (Q2038253) (← links)
- A combined analysis of hedge effectiveness and capital efficiency in longevity hedging (Q2038255) (← links)
- Modeling and pricing longevity derivatives using Skellam distribution (Q2038258) (← links)
- Recent declines in life expectancy: implication on longevity risk hedging (Q2038264) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Socio-economic differentiation in experienced mortality modelling and its pricing implications (Q2157217) (← 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)
- Forecasting mortality with international linkages: a global vector-autoregression approach (Q2234751) (← links)
- Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
- Optimal dynamic longevity hedge with basis risk (Q2242224) (← links)
- Incorporating big microdata in life table construction: A hypothesis-free estimator (Q2273984) (← links)
- A continuous-time stochastic model for the mortality surface of multiple populations (Q2273987) (← links)
- Pitfalls and merits of cointegration-based mortality models (Q2292183) (← links)
- Incorporating hierarchical credibility theory into modelling of multi-country mortality rates (Q2306089) (← links)
- Forecasting mortality in subpopulations using Lee-Carter type models: a comparison (Q2347067) (← links)
- Age-specific copula-AR-GARCH mortality models (Q2347102) (← links)
- On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119) (← links)
- Optimal hedging with basis risk under mean-variance criterion (Q2364001) (← links)
- Coherent modeling of male and female mortality using Lee-Carter in a complex number framework (Q2374103) (← links)
- Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512) (← 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)
- 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)
- Multiple mortality modeling in Poisson Lee–Carter framework (Q2807800) (← links)
- Longevity hedge effectiveness: a decomposition (Q2879022) (← links)
