Pages that link to "Item:Q939371"
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The following pages link to The role of longevity bonds in optimal portfolios (Q939371):
Displaying 28 items.
- Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions (Q320262) (← links)
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
- Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary (Q903329) (← links)
- Quadratic stochastic intensity and prospective mortality tables (Q938051) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- On the mortality/longevity risk hedging with mortality immunization (Q2015624) (← links)
- Time-consistent longevity hedging with long-range dependence (Q2038218) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme (Q2056859) (← links)
- Correlated age-specific mortality model: an application to annuity portfolio management (Q2066778) (← links)
- Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration (Q2374128) (← links)
- Longevity-linked assets and pre-retirement consumption/portfolio decisions (Q2404542) (← links)
- Optimal retirement consumption with a stochastic force of mortality (Q2445342) (← links)
- Time-consistent mean-variance hedging of longevity risk: effect of cointegration (Q2513456) (← links)
- Mortality options: the point of view of an insurer (Q2656991) (← links)
- Optimal assets allocation and benefit adjustment strategy with longevity risk for target benefit pension plans (Q2691364) (← links)
- Lifetime asset allocation with idiosyncratic and systematic mortality risks (Q4583595) (← links)
- TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN (Q4629469) (← links)
- Application of Relational Models in Mortality Immunization (Q4633994) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Hedging Mortality/Longevity Risks for Multiple Years (Q5108353) (← links)
- Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
- DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (Q5745193) (← links)
- Optimal consumption problems in discontinuous markets (Q5746732) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
- Optimal strategies for target benefit pension plans with longevity risk in ambiguous environments (Q6593190) (← links)
- Pension funds with longevity risk: an optimal portfolio insurance approach (Q6665607) (← links)
