Pages that link to "Item:Q659104"
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The following pages link to Stochastic portfolio specific mortality and the quantification of mortality basis risk (Q659104):
Displayed 27 items.
- A credibility approach of the Makeham mortality law (Q303726) (← links)
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach (Q492652) (← 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)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← 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)
- A more meaningful parameterization of the Lee-Carter model (Q2212133) (← links)
- On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119) (← links)
- Coherent modeling of male and female mortality using Lee-Carter in a complex number framework (Q2374103) (← links)
- Parametric mortality indexes: from index construction to hedging strategies (Q2514628) (← links)
- Longevity hedge effectiveness: a decomposition (Q2879022) (← 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)
- A BAYESIAN JOINT MODEL FOR POPULATION AND PORTFOLIO-SPECIFIC MORTALITY (Q4563808) (← links)
- A partial internal model for longevity risk (Q4576802) (← links)
- Cohort extensions of the Poisson common factor model for modelling both genders jointly (Q4576959) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104) (← links)
- Tail index-linked annuity: A longevity risk sharing retirement plan (Q5083405) (← links)
- Basis risk modelling: a cointegration-based approach (Q5276179) (← 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)
- THE SAINT MODEL: A DECADE LATER (Q5866176) (← links)