Pages that link to "Item:Q817280"
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The following pages link to Affine processes for dynamic mortality and actuarial valuations (Q817280):
Displaying 50 items.
- Time-consistent longevity hedging with long-range dependence (Q2038218) (← links)
- Addressing the life expectancy gap in pension policy (Q2038240) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Correlated age-specific mortality model: an application to annuity portfolio management (Q2066778) (← links)
- Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty (Q2076903) (← 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)
- Spatial patterns of mortality in the United States: a spatial filtering approach (Q2212157) (← links)
- Mean reversion in stochastic mortality: why and how? (Q2219628) (← links)
- Regime-switching shot-noise processes and longevity bond pricing (Q2257575) (← links)
- A continuous-time stochastic model for the mortality surface of multiple populations (Q2273987) (← links)
- Calibrating affine stochastic mortality models using term assurance premiums (Q2276259) (← links)
- The impact of longevity and investment risk on a portfolio of life insurance liabilities (Q2323648) (← links)
- Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis (Q2331000) (← 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)
- A unified approach to pricing and risk management of equity and credit risk (Q2349596) (← links)
- The joint mortality of couples in continuous time (Q2364010) (← links)
- A micro-level claim count model with overdispersion and reporting delays (Q2374091) (← 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)
- Pricing European options on deferred annuities (Q2442531) (← 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)
- 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)
- Time-consistent mean-variance hedging of longevity risk: effect of cointegration (Q2513456) (← links)
- Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities (Q2513624) (← links)
- Risk aggregation and stochastic claims reserving in disability insurance (Q2514610) (← 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)
- Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
- Reduced-form setting under model uncertainty with non-linear affine intensities (Q2671641) (← links)
- Pricing extreme mortality risk in the wake of the COVID-19 pandemic (Q2681451) (← links)
- Irreversible reinsurance: a singular control approach (Q2682993) (← links)
- Fast maximum likelihood estimation of parameters for square root and Bessel processes (Q2700562) (← links)
- Pricing of long dated equity-linked life insurance contracts (Q2804516) (← links)
- A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
- Understanding, modelling and managing longevity risk: key issues and main challenges (Q2866305) (← links)
- A cautionary note on pricing longevity index swaps (Q2868593) (← links)
- Regression-based algorithms for life insurance contracts with surrender guarantees (Q2994846) (← links)
- Modelling and management of mortality risk: a review (Q3077713) (← links)
- On systematic mortality risk and risk-minimization with survivor swaps (Q3077715) (← links)
- The Gompertz-Makeham longevity model (Q3387495) (← links)
- EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS (Q3520341) (← links)
- Statistical Estimation Techniques in Life and Disability Insurance—A Short Overview (Q4558892) (← links)
- A proposition of generalized stochastic Milevsky–Promislov mortality models (Q4562033) (← links)
- Pricing Critical Illness Insurance from Prevalence Rates: Gompertz versus Weibull (Q4567949) (← links)
