Pages that link to "Item:Q875166"

The following pages link to Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166):

Displaying 22 items.

• Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality (Q362047) (← links)
• Distribution of the random future life expectancies in log-bilinear mortality projection models (Q636128) (← links)
• Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824) (← links)
• Moment bounds on discrete expected stop-loss transforms, with applications (Q835681) (← links)
• Life anuities with stochastic survival probabilities: A review (Q835685) (← links)
• Stochastic approximations in CBD mortality projection models (Q898936) (← links)
• Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
• Comonotonic approximations to quantiles of life annuity conditional expected present value (Q998302) (← links)
• An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
• Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
• An application of comonotonicity theory in a stochastic life annuity framework (Q2276231) (← links)
• Annuity contract valuation under dependent risks (Q2300949) (← links)
• From regulatory life tables to stochastic mortality projections: the exponential decline model (Q2374122) (← links)
• Lifetime dependence modelling using a truncated multivariate gamma distribution (Q2443234) (← links)
• A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
• Efficient approximations for numbers of survivors in the Lee-Carter model (Q2514607) (← links)
• Modelling lifetime dependence for older ages using a multivariate Pareto distribution (Q2520454) (← links)
• Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences (Q2656111) (← links)
• Longevity-Indexed Life Annuities (Q3005354) (← links)
• Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap (Q3569719) (← links)
• Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
• Risk-minimization for life insurance liabilities with dependent mortality risk (Q6497103) (← links)