Pages that link to "Item:Q3632862"

The following pages link to Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (Q3632862):

Displaying 50 items.

• Mean reversion in stochastic mortality: why and how? (Q2219628) (← links)
• Regime-switching shot-noise processes and longevity bond pricing (Q2257575) (← links)
• Calibrating affine stochastic mortality models using term assurance premiums (Q2276259) (← links)
• Annuity contract valuation under dependent risks (Q2300949) (← links)
• Periodic or generational actuarial tables: which one to choose? (Q2303999) (← links)
• Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis (Q2331000) (← links)
• On the forward rate concept in multi-state life insurance (Q2339120) (← links)
• Selecting stochastic mortality models for the Italian population (Q2343099) (← links)
• The joint mortality of couples in continuous time (Q2364010) (← links)
• Polynomial diffusion models for life insurance liabilities (Q2374102) (← 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)
• Multidimensional Lee-Carter model with switching mortality processes (Q2427829) (← links)
• On the valuation of reverse mortgages with regular tenure payments (Q2445355) (← links)
• Mortality surface by means of continuous time cohort models (Q2445996) (← links)
• A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
• Pricing of Ratchet equity-indexed annuities under stochastic interest rates (Q2463567) (← links)
• Mortality-dependent financial risk measures (Q2499824) (← links)
• The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case (Q2507952) (← links)
• A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO index linked policies (Q2513448) (← links)
• Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities (Q2513624) (← links)
• Government-provided annuities under insolvency risk (Q2518540) (← links)
• Life-cycle asset allocation with annuity markets (Q2654416) (← links)
• Pricing longevity derivatives via Fourier transforms (Q2656990) (← 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)
• 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)
• Modelling and management of mortality risk: a review (Q3077713) (← links)
• On systematic mortality risk and risk-minimization with survivor swaps (Q3077715) (← links)
• The evolution of death rates and life expectancy in Denmark (Q3077717) (← 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)
• Stochastic mortality under measure changes (Q3103210) (← links)
• Hedging Longevity Risk When Interest Rates are Uncertain (Q3107263) (← links)
• A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks (Q3107264) (← links)
• Mortality Regimes and Pricing (Q3107268) (← links)
• Stochastic Control System for Mortality Benefits (Q3611812) (← links)
• LONGEVITY RISK MANAGEMENT AND SHAREHOLDER VALUE FOR A LIFE ANNUITY BUSINESS (Q4563788) (← links)
• Kolmogorov’s forward PIDE and forward transition rates in life insurance (Q4575472) (← links)
• Pricing<i>q</i>-forward contracts: an evaluation of estimation window and pricing method under different mortality models (Q4576962) (← 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)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• Optimal Longevity Risk Transfer and Investment Strategies (Q4987089) (← links)
• Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools (Q4987093) (← links)
• Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices (Q4987097) (← links)
• On the Structure and Classification of Mortality Models (Q4987101) (← links)
• A Bayesian Approach to Modeling and Projecting Cohort Effects (Q4987102) (← links)
• Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes (Q4987105) (← links)
• Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)