Pages that link to "Item:Q998277"

The following pages link to Securitization of catastrophe mortality risks (Q998277):

Displaying 35 items.

• Multi-population mortality models: a factor copula approach (Q492648) (← links)
• De-risking defined benefit plans (Q492661) (← links)
• The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (Q495460) (← links)
• On the pricing of longevity-linked securities (Q659196) (← links)
• Longevity bond premiums: the extreme value approach and risk cubic pricing (Q659198) (← links)
• Mortality risk modeling: applications to insurance securitization (Q659218) (← links)
• Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform (Q659238) (← links)
• Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233) (← links)
• Price bounds of mortality-linked security in incomplete insurance market (Q743137) (← links)
• Pension risk management with funding and buyout options (Q1697235) (← links)
• Heterogeneous expectations and speculative behavior in insurance-linked securities (Q1723394) (← links)
• A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
• Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality (Q1936470) (← links)
• Modeling pandemic mortality risk and its application to mortality-linked security pricing (Q2172056) (← links)
• Catastrophe risk bonds with applications to earthquakes (Q2356239) (← links)
• Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512) (← links)
• Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
• Pricing extreme mortality risk in the wake of the COVID-19 pandemic (Q2681451) (← links)
• A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
• Measuring Basis Risk in Longevity Hedges (Q3107266) (← links)
• Mortality Regimes and Pricing (Q3107268) (← links)
• Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application (Q4554260) (← links)
• Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)
• ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION (Q4972126) (← links)
• Hedging Longevity Risk: Does the Structure of the Financial Instrument Matter? (Q4987106) (← links)
• Pricing longevity-linked derivatives using a stochastic mortality model (Q5077955) (← links)
• Tail index-linked annuity: A longevity risk sharing retirement plan (Q5083405) (← links)
• VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD (Q5140077) (← links)
• CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)
• INDEX INSURANCE DESIGN (Q5379416) (← links)
• Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk (Q5742661) (← links)
• DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (Q5745193) (← links)
• Fair valuations of insurance policies under multiple risk factors: a flexible lattice approach (Q6556605) (← links)
• Optimal strategies for target benefit pension plans with longevity risk in ambiguous environments (Q6593190) (← links)
• Impact of outlier-adjusted Lee-Carter model on the valuation of life annuities (Q6637765) (← links)