Pages that link to "Item:Q1413287"
From MaRDI portal
The following pages link to Mortality derivatives and the option to annuitise. (Q1413287):
Displaying 33 items.
- Valuing variable annuity guarantees on multiple assets (Q4575460) (← links)
- Kolmogorov’s forward PIDE and forward transition rates in life insurance (Q4575472) (← links)
- Uncertainty on survival probabilities and solvency capital requirement: application to long-term care insurance (Q4576969) (← links)
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)
- INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS (Q4635044) (← links)
- SOLVENCY REQUIREMENT IN A UNISEX MORTALITY MODEL (Q4691253) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
- Variable annuities in a Lévy-based hybrid model with surrender risk (Q4991063) (← links)
- Market pricing of longevity-linked securities (Q5003359) (← links)
- Natural Hedging of Life and Annuity Mortality Risks (Q5019742) (← 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)
- Modeling the Risk in Mortality Projections (Q5106354) (← links)
- GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS (Q5152543) (← links)
- A Three-Factor Model for Mortality Modeling (Q5379143) (← links)
- On accounting standards and fair valuation of life insurance and pension liabilities (Q5467666) (← links)
- Optimal Annuitization Policies (Q5718145) (← links)
- Annuity Uncertainty with Stochastic Mortality and Interest Rates (Q5742640) (← links)
- Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
- Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform (Q5742657) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
- A calendar year mortality model in continuous time (Q6174082) (← links)
- Pricing and hedging of longevity basis risk through securitisation (Q6494327) (← links)
- Two hybrid models for dependent death times of couple: a common shock approach (Q6547261) (← links)
- Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates (Q6550182) (← links)
- Pricing longevity bond with affine-jump-diffusion multi-cohort mortality model (Q6567270) (← links)
- Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk (Q6591005) (← links)
- A new approximation of annuity prices for age-period-cohort models (Q6593153) (← links)
- Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models (Q6640252) (← links)
- Stochastic mortality model with respect to mixed fractional Poisson process: calibration and empirical analysis of long-range dependence in actuarial valuation (Q6665589) (← links)
- Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products (Q6668690) (← links)
