The following pages link to Affine stochastic mortality (Q2507942):
Displaying 29 items.
- A cautionary note on pricing longevity index swaps (Q2868593) (← links)
- BILINEAR TERM STRUCTURE MODEL (Q3069955) (← 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)
- A Markov Process Modeling and Analysis of Indifference Pricing of Insurance Contracts for Home Reversion Plan for a Pair of Insureds (Q3094225) (← links)
- Hedging Longevity Risk When Interest Rates are Uncertain (Q3107263) (← links)
- A proposition of generalized stochastic Milevsky–Promislov mortality models (Q4562033) (← links)
- Lifetime asset allocation with idiosyncratic and systematic mortality risks (Q4583595) (← links)
- (Q4962323) (← links)
- Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
- Relative Hedging of Systematic Mortality Risk (Q5029058) (← links)
- Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models (Q5044696) (← links)
- Stochastic Mortality Models and Pandemic Shocks (Q5051106) (← links)
- Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes (Q5077430) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
- An innovative design of flexible, bequest-enhanced life annuity with natural hedging (Q5106335) (← links)
- LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC (Q5119562) (← links)
- Continuous-time multi-cohort mortality modelling with affine processes (Q5123186) (← links)
- Cohort and value-based multi-country longevity risk management (Q5123192) (← links)
- A Three-Factor Model for Mortality Modeling (Q5379143) (← links)
- The Impact of Systematic Trend and Uncertainty on Mortality and Disability in a Multistate Latent Factor Model for Transition Rates (Q5379247) (← links)
- Systematic Mortality Improvement Trends and Mortality Heterogeneity: Insights from Individual-Level HRS Data (Q5382566) (← links)
- A Cox model for gradually disappearing events (Q6104957) (← links)
- A calendar year mortality model in continuous time (Q6174082) (← links)
- Pricing longevity bond with affine-jump-diffusion multi-cohort mortality model (Q6567270) (← links)
- Affine models with path-dependence under parameter uncertainty and their application in finance (Q6633872) (← links)
- Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models (Q6640252) (← links)
- Pension funds with longevity risk: an optimal portfolio insurance approach (Q6665607) (← links)
