Pages that link to "Item:Q492630"

The following pages link to Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630):

Displaying 23 items.

• A multivariate evolutionary credibility model for mortality improvement rates (Q343971) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• Do actuaries believe in longevity deceleration? (Q1697260) (← links)
• Identifiability, cointegration and the gravity model (Q1697266) (← links)
• A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
• Cause-specific mortality rates: common trends and differences (Q2038253) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• The economics of sharing macro-longevity risk (Q2038269) (← links)
• Pitfalls and merits of cointegration-based mortality models (Q2292183) (← links)
• Evaluation of credit value adjustment in K-forward (Q2404546) (← links)
• It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457) (← links)
• Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
• Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
• Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
• COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH (Q4563804) (← links)
• MODELLING MORTALITY FOR PENSION SCHEMES (Q4563805) (← links)
• A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806) (← links)
• ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION (Q4972126) (← links)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• A Bayesian Approach to Modeling and Projecting Cohort Effects (Q4987102) (← links)
• Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
• Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
• Multi-population mortality modelling: a Bayesian hierarchical approach (Q6494322) (← links)