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 45 items.
- Valuing variable annuity guarantees on multiple assets (Q4575460) (← links)
- Uncertainty on survival probabilities and solvency capital requirement: application to long-term care insurance (Q4576969) (← links)
- Lifetime asset allocation with idiosyncratic and systematic mortality risks (Q4583595) (← links)
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)
- SOLVENCY REQUIREMENT IN A UNISEX MORTALITY MODEL (Q4691253) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices (Q4987097) (← links)
- Variable annuities in a Lévy-based hybrid model with surrender risk (Q4991063) (← links)
- Market pricing of longevity-linked securities (Q5003359) (← 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)
- A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS (Q5067891) (← links)
- Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes (Q5077430) (← links)
- Pricing longevity-linked derivatives using a stochastic mortality model (Q5077955) (← 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)
- Continuous-time multi-cohort mortality modelling with affine processes (Q5123186) (← links)
- Cohort and value-based multi-country longevity risk management (Q5123192) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
- WHY DOES A HUMAN DIE? A STRUCTURAL APPROACH TO COHORT-WISE MORTALITY PREDICTION UNDER SURVIVAL ENERGY HYPOTHESIS (Q5157769) (← links)
- Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method (Q5234308) (← links)
- VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q5292284) (← 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)
- Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
- FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY (Q5745191) (← links)
- DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (Q5745193) (← links)
- Valuation of general GMWB annuities in a low interest rate environment (Q6072272) (← links)
- Multi-population mortality modeling with Lévy processes (Q6089413) (← links)
- A Cox model for gradually disappearing events (Q6104957) (← links)
- A calendar year mortality model in continuous time (Q6174082) (← links)
- Survival energy models for mortality prediction and future prospects (Q6174086) (← links)
- The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices (Q6174087) (← links)
- Pricing guaranteed annuity options in a linear-rational Wishart mortality model (Q6199669) (← links)
- Risk-minimization for life insurance liabilities with dependent mortality risk (Q6497103) (← 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)
- Optimal strategies for target benefit pension plans with longevity risk in ambiguous environments (Q6593190) (← links)
- Affine models with path-dependence under parameter uncertainty and their application in finance (Q6633872) (← links)
- Impact of outlier-adjusted Lee-Carter model on the valuation of life annuities (Q6637765) (← 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)
- Pension funds with longevity risk: an optimal portfolio insurance approach (Q6665607) (← links)
- Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products (Q6668690) (← links)
