Pages that link to "Item:Q1413287"

The following pages link to Mortality derivatives and the option to annuitise. (Q1413287):

Displaying 50 items.

• Addressing the life expectancy gap in pension policy (Q2038240) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach (Q2157215) (← links)
• Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time (Q2157224) (← links)
• Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) (← links)
• Mean reversion in stochastic mortality: why and how? (Q2219628) (← links)
• Regime-switching shot-noise processes and longevity bond pricing (Q2257575) (← links)
• Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
• A continuous-time stochastic model for the mortality surface of multiple populations (Q2273987) (← links)
• Forward transition rates (Q2274227) (← links)
• Calibrating affine stochastic mortality models using term assurance premiums (Q2276259) (← links)
• A model-point approach to indifference pricing of life insurance portfolios with dependent lives (Q2282726) (← links)
• On the forward rate concept in multi-state life insurance (Q2339120) (← links)
• Selecting stochastic mortality models for the Italian population (Q2343099) (← links)
• Assessing the solvency of insurance portfolios via a continuous-time cohort model (Q2347094) (← links)
• On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119) (← links)
• The joint mortality of couples in continuous time (Q2364010) (← links)
• The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
• A subordinated Markov model for stochastic mortality (Q2391941) (← links)
• Longevity-linked assets and pre-retirement consumption/portfolio decisions (Q2404542) (← links)
• A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates (Q2427810) (← links)
• Pricing European options on deferred annuities (Q2442531) (← links)
• Optimal retirement consumption with a stochastic force of mortality (Q2445342) (← links)
• On the valuation of reverse mortgages with regular tenure payments (Q2445355) (← links)
• Consistent dynamic affine mortality models for longevity risk applications (Q2445991) (← links)
• Mortality surface by means of continuous time cohort models (Q2445996) (← links)
• A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
• Mortality-dependent financial risk measures (Q2499824) (← links)
• Affine stochastic mortality (Q2507942) (← links)
• The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case (Q2507952) (← links)
• The survival probability of mortality intensity with jump-diffusion (Q2510036) (← links)
• A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO index linked policies (Q2513448) (← links)
• Bringing cost transparency to the life annuity market (Q2513452) (← links)
• Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) (← links)
• Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality (Q2520456) (← links)
• Volterra mortality model: actuarial valuation and risk management with long-range dependence (Q2656983) (← links)
• Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
• Mortality options: the point of view of an insurer (Q2656991) (← links)
• Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
• Pricing of long dated equity-linked life insurance contracts (Q2804516) (← links)
• Understanding, modelling and managing longevity risk: key issues and main challenges (Q2866305) (← links)
• A cautionary note on pricing longevity index swaps (Q2868593) (← links)
• The effect of policyholders’ rationality on unit-linked life insurance contracts with surrender guarantees (Q2879031) (← links)
• Modelling and management of mortality risk: a review (Q3077713) (← links)
• On systematic mortality risk and risk-minimization with survivor swaps (Q3077715) (← links)
• Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process (Q3077724) (← links)
• Mortality Regimes and Pricing (Q3107268) (← links)
• The fair value of guaranteed annuity options (Q3440844) (← links)
• A proposition of generalized stochastic Milevsky–Promislov mortality models (Q4562033) (← links)
• LONGEVITY RISK MANAGEMENT AND SHAREHOLDER VALUE FOR A LIFE ANNUITY BUSINESS (Q4563788) (← links)