Pages that link to "Item:Q5019742"
From MaRDI portal
The following pages link to Natural Hedging of Life and Annuity Mortality Risks (Q5019742):
Displayed 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)