Pages that link to "Item:Q3632862"
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The following pages link to Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (Q3632862):
Displaying 50 items.
- Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
- Hedging pure endowments with mortality derivatives (Q344001) (← links)
- Delta-gamma hedging of mortality and interest rate risk (Q414608) (← links)
- Stochastic mortality models: an infinite-dimensional approach (Q471180) (← links)
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630) (← links)
- Prospective mortality tables: taking heterogeneity into account (Q492640) (← links)
- Jump diffusion transition intensities in life insurance and disability annuity (Q495519) (← links)
- Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← links)
- A stochastic model for mortality rate on italian data (Q639215) (← links)
- Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824) (← links)
- The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts (Q654825) (← links)
- On stochastic mortality modeling (Q659159) (← links)
- On the pricing of longevity-linked securities (Q659196) (← links)
- Longevity bond premiums: the extreme value approach and risk cubic pricing (Q659198) (← links)
- Securitization, structuring and pricing of longevity risk (Q659203) (← links)
- On the optimal product mix in life insurance companies using conditional value at risk (Q659215) (← links)
- Mortality risk modeling: applications to insurance securitization (Q659218) (← links)
- A linear algebraic method for pricing temporary life annuities and insurance policies (Q661219) (← links)
- Forward mortality and other vital rates - are they the way forward? (Q661220) (← links)
- Evaluating the goodness of fit of stochastic mortality models (Q661248) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances (Q727663) (← links)
- Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
- Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
- A bidimensional approach to mortality risk (Q882489) (← links)
- Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
- Constructing entity specific projected mortality table: adjustment to a reference (Q906577) (← links)
- Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios (Q938032) (← links)
- Quadratic stochastic intensity and prospective mortality tables (Q938051) (← links)
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
- Valuation of life insurance products under stochastic interest rates (Q939351) (← links)
- The prediction risk for the development of mortality -- can it be minimized by an appropriate portfolio composition? (Q949438) (← links)
- Modelling stochastic mortality for dependent lives (Q974810) (← links)
- Securitization of catastrophe mortality risks (Q998277) (← links)
- Corrective factors for longevity projections in a dynamic context (Q1616047) (← links)
- Life tables in actuarial models: from the deterministic setting to a Bayesian approach (Q1633242) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Identifiability, cointegration and the gravity model (Q1697266) (← links)
- Heterogeneous expectations and speculative behavior in insurance-linked securities (Q1723394) (← links)
- De-risking strategy: longevity spread buy-in (Q1742716) (← links)
- Optimal hedging of demographic risk in life insurance (Q1936833) (← links)
- Options on tontines: an innovative way of combining tontines and annuities (Q2010907) (← links)
- Addressing the life expectancy gap in pension policy (Q2038240) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- The economics of sharing macro-longevity risk (Q2038269) (← links)
- On constrained smoothing and out-of-range prediction using \(P\)-splines: a conic optimization approach (Q2101966) (← links)
- Modeling pandemic mortality risk and its application to mortality-linked security pricing (Q2172056) (← links)
- Mean reversion in stochastic mortality: why and how? (Q2219628) (← links)
