Pages that link to "Item:Q3107266"
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The following pages link to Measuring Basis Risk in Longevity Hedges (Q3107266):
Displaying 50 items.
- Longevity hedge effectiveness: a decomposition (Q2879022) (← links)
- Hedging Longevity Risk When Interest Rates are Uncertain (Q3107263) (← links)
- SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955) (← links)
- DIFFERENCES IN EUROPEAN MORTALITY RATES: A GEOMETRIC APPROACH ON THE AGE–PERIOD PLANE (Q4563747) (← links)
- THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK (Q4563789) (← links)
- COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH (Q4563804) (← links)
- MODELLING MORTALITY FOR PENSION SCHEMES (Q4563805) (← links)
- A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES (Q4563806) (← links)
- The Optimal Write-Down Coefficients in a Percentage for a Catastrophe Bond (Q4567957) (← links)
- Basis risk in static versus dynamic longevity-risk hedging (Q4575469) (← links)
- A partial internal model for longevity risk (Q4576802) (← links)
- Stochastic modelling of mortality and financial markets (Q4576865) (← links)
- Application of Relational Models in Mortality Immunization (Q4633994) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know? (Q4987090) (← links)
- Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools (Q4987093) (← links)
- Understanding Patterns of Mortality Homogeneity and Heterogeneity Across Countries and Their Role in Modeling Mortality Dynamics and Hedging Longevity Risk (Q4987095) (← links)
- Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model (Q4987098) (← links)
- An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104) (← links)
- An Analysis of Period and Cohort Mortality Shocks in International Data (Q4987107) (← links)
- Stochastic modelling and projection of mortality improvements using a hybrid parametric/semi-parametric age–period–cohort model (Q4990507) (← links)
- Coherent mortality forecasting by the weighted multilevel functional principal component approach (Q5036626) (← links)
- Forecasting mortality rates with a general stochastic mortality trend model (Q5083683) (← links)
- Hedging Mortality/Longevity Risks for Multiple Years (Q5108353) (← links)
- Cohort and value-based multi-country longevity risk management (Q5123192) (← links)
- Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations (Q5139819) (← links)
- A DOUBLE COMMON FACTOR MODEL FOR MORTALITY PROJECTION USING BEST-PERFORMANCE MORTALITY RATES AS REFERENCE (Q5152542) (← links)
- MORTALITY FORECASTING WITH A SPATIALLY PENALIZED SMOOTHED VAR MODEL (Q5157767) (← links)
- ON THE OPTIMAL COMBINATION OF ANNUITIES AND TONTINES (Q5213441) (← links)
- NATURAL HEDGES WITH IMMUNIZATION STRATEGIES OF MORTALITY AND INTEREST RATES (Q5213443) (← links)
- Basis risk modelling: a cointegration-based approach (Q5276179) (← links)
- A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates (Q5376477) (← links)
- Applications of Mortality Durations and Convexities in Natural Hedges (Q5379127) (← links)
- A Linear Regression Approach to Modeling Mortality Rates of Different Forms (Q5379133) (← links)
- Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans (Q5379164) (← links)
- MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS (Q5379412) (← links)
- Systematic Mortality Improvement Trends and Mortality Heterogeneity: Insights from Individual-Level HRS Data (Q5382566) (← links)
- Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
- Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk (Q5742661) (← links)
- Detecting Common Longevity Trends by a Multiple Population Approach (Q5742666) (← links)
- Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II (Q5742668) (← links)
- On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England (Q5742669) (← links)
- A General Semi-Markov Model for Coupled Lifetimes (Q5742902) (← links)
- DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (Q5745193) (← links)
- NATURAL HEDGING IN LONG-TERM CARE INSURANCE (Q5745194) (← links)
- Hierarchical Bayesian modeling of multi-country mortality rates (Q5865319) (← links)
- CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS (Q5866177) (← links)
- Asset Liability Management of Longevity and Interest Rate Risks: Using Survival–Mortality Bonds (Q6107670) (← links)
- Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach (Q6152687) (← links)
- Longevity hedge effectiveness using socioeconomic indices (Q6152719) (← links)
