Pages that link to "Item:Q1697249"
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The following pages link to A strategy for hedging risks associated with period and cohort effects using q-forwards (Q1697249):
Displaying 9 items.
- The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty (Q784407) (← links)
- De-risking strategy: longevity spread buy-in (Q1742716) (← links)
- Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605) (← links)
- Recent declines in life expectancy: implication on longevity risk hedging (Q2038264) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- A feasible natural hedging strategy for insurance companies (Q2443233) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104) (← links)
- Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach (Q6152687) (← links)