Pages that link to "Item:Q5019742"

The following pages link to Natural Hedging of Life and Annuity Mortality Risks (Q5019742):

Displaying 50 items.

• Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions (Q320262) (← links)
• Nash equilibria of over-the-counter bargaining for insurance risk redistributions: the role of a regulator (Q322594) (← links)
• Hedging pure endowments with mortality derivatives (Q344001) (← links)
• Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
• Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630) (← links)
• De-risking defined benefit plans (Q492661) (← links)
• Redistribution of longevity risk: the effect of heterogeneous mortality beliefs (Q506085) (← links)
• Longevity risk and capital markets: the 2008-2009 update (Q659193) (← links)
• On the pricing of longevity-linked securities (Q659196) (← links)
• Longevity bond premiums: the extreme value approach and risk cubic pricing (Q659198) (← 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)
• Price bounds of mortality-linked security in incomplete insurance market (Q743137) (← links)
• Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary (Q903329) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• Pension risk management with funding and buyout options (Q1697235) (← links)
• Do actuaries believe in longevity deceleration? (Q1697260) (← links)
• On the mortality/longevity risk hedging with mortality immunization (Q2015624) (← links)
• Prepayment risk in reverse mortgages: an intensity-governed surrender model (Q2034152) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• The economics of sharing macro-longevity risk (Q2038269) (← links)
• De-risking long-term care insurance (Q2153642) (← 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 model-point approach to indifference pricing of life insurance portfolios with dependent lives (Q2282726) (← links)
• Assessing the solvency of insurance portfolios via a continuous-time cohort model (Q2347094) (← links)
• On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119) (← links)
• A dynamic equivalence principle for systematic longevity risk management (Q2415975) (← links)
• Excess based allocation of risk capital (Q2427804) (← links)
• A feasible natural hedging strategy for insurance companies (Q2443233) (← links)
• Actuarial applications of the linear hazard transform in mortality immunization (Q2445990) (← links)
• Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
• Application of Relational Models in Mortality Immunization (Q4633994) (← links)
• The Annuity Puzzle and an Outline of Its Solution (Q4634005) (← links)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• Optimal Longevity Risk Transfer and Investment Strategies (Q4987089) (← links)
• Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools (Q4987093) (← links)
• Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices (Q4987097) (← links)
• Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
• Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies (Q4987113) (← links)
• Relative Hedging of Systematic Mortality Risk (Q5029058) (← links)
• NATURAL HEDGES WITH IMMUNIZATION STRATEGIES OF MORTALITY AND INTEREST RATES (Q5213443) (← links)
• Applications of Mortality Durations and Convexities in Natural Hedges (Q5379127) (← links)
• A Linear Regression Approach to Modeling Mortality Rates of Different Forms (Q5379133) (← links)
• The Impact of Disability Insurance on a Portfolio of Life Insurances (Q5379178) (← links)
• Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
• Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk (Q5742661) (← links)
• A Cautionary Note on Natural Hedging of Longevity Risk (Q5742664) (← links)
• A General Semi-Markov Model for Coupled Lifetimes (Q5742902) (← links)
• NATURAL HEDGING IN LONG-TERM CARE INSURANCE (Q5745194) (← links)