Pages that link to "Item:Q659201"

The following pages link to A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions (Q659201):

Displaying 29 items.

• A multivariate evolutionary credibility model for mortality improvement rates (Q343971) (← links)
• Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
• Multi-population mortality models: a factor copula approach (Q492648) (← links)
• The choice of sample size for mortality forecasting: a Bayesian learning approach (Q492650) (← links)
• Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233) (← links)
• Exchangeable mortality projection (Q825291) (← links)
• Bayesian Poisson log-bilinear models for mortality projections with multiple populations (Q903671) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• Do actuaries believe in longevity deceleration? (Q1697260) (← links)
• Small population bias and sampling effects in stochastic mortality modelling (Q1707555) (← links)
• A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
• Bayesian value-at-risk backtesting: the case of annuity pricing (Q2030319) (← links)
• Modeling and pricing longevity derivatives using Skellam distribution (Q2038258) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk (Q2347055) (← links)
• A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
• Longevity hedge effectiveness: a decomposition (Q2879022) (← links)
• Mortality Regimes and Pricing (Q3107268) (← links)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools (Q4987093) (← links)
• Mortality Forecasts for Long-Term Care Subpopulations with Longevity Risk: A Bayesian Approach (Q4987115) (← links)
• Market pricing of longevity-linked securities (Q5003359) (← links)
• (Q5011556) (← links)
• EXTENDING THE LEE–CARTER MODEL WITH VARIATIONAL AUTOENCODER: A FUSION OF NEURAL NETWORK AND BAYESIAN APPROACH (Q5045338) (← links)
• MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS (Q5213446) (← links)
• Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
• A Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages (Q5742672) (← links)
• Hierarchical Bayesian modeling of multi-country mortality rates (Q5865319) (← links)
• Multi-population mortality modelling: a Bayesian hierarchical approach (Q6494322) (← links)