Pages that link to "Item:Q817280"
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The following pages link to Affine processes for dynamic mortality and actuarial valuations (Q817280):
Displayed 14 items.
- Pricing life insurance contracts with early exercise features (Q732096) (← links)
- Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
- Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (Q860503) (← links)
- A bidimensional approach to mortality risk (Q882489) (← links)
- Assessing the cost of capital for longevity risk (Q931189) (← links)
- Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios (Q938032) (← links)
- Quadratic stochastic intensity and prospective mortality tables (Q938051) (← links)
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Valuation of life insurance products under stochastic interest rates (Q939351) (← links)
- Mortality modelling with Lévy processes (Q939382) (← links)
- Modelling stochastic mortality for dependent lives (Q974810) (← links)
- Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283) (← links)
- EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS (Q3520341) (← links)
- VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q5292284) (← links)