Pages that link to "Item:Q1888899"

The following pages link to Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (Q1888899):

Displaying 50 items.

• Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) (← links)
• Nonlinear reserving in life insurance: aggregation and mean-field approximation (Q343953) (← links)
• Valuing inflation-linked death benefits under a stochastic volatility framework (Q343966) (← links)
• Hedging pure endowments with mortality derivatives (Q344001) (← links)
• Managing longevity and disability risks in life annuities with long term care (Q414606) (← links)
• Delta-gamma hedging of mortality and interest rate risk (Q414608) (← links)
• Computing survival probabilities based on stochastic differential models (Q464647) (← links)
• Stochastic mortality models: an infinite-dimensional approach (Q471180) (← links)
• Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
• Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
• Jump diffusion transition intensities in life insurance and disability annuity (Q495519) (← links)
• Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
• Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← links)
• A recursive approach to mortality-linked derivative pricing (Q634010) (← links)
• The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts (Q654825) (← links)
• On stochastic mortality modeling (Q659159) (← links)
• On the pricing of longevity-linked securities (Q659196) (← links)
• Securitization, structuring and pricing of longevity risk (Q659203) (← links)
• On the optimal product mix in life insurance companies using conditional value at risk (Q659215) (← links)
• Mortality risk modeling: applications to insurance securitization (Q659218) (← links)
• An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation (Q659246) (← links)
• A linear algebraic method for pricing temporary life annuities and insurance policies (Q661219) (← links)
• Forward mortality and other vital rates - are they the way forward? (Q661220) (← links)
• Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
• On the robustness of longevity risk pricing (Q661262) (← links)
• Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
• Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age? (Q784405) (← links)
• Affine processes for dynamic mortality and actuarial valuations (Q817280) (← links)
• Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
• Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (Q860503) (← links)
• Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166) (← links)
• A bidimensional approach to mortality risk (Q882489) (← links)
• Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios (Q938032) (← links)
• Quadratic stochastic intensity and prospective mortality tables (Q938051) (← links)
• Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
• Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
• Valuation of life insurance products under stochastic interest rates (Q939351) (← links)
• The role of longevity bonds in optimal portfolios (Q939371) (← links)
• Mortality modelling with Lévy processes (Q939382) (← links)
• Modelling stochastic mortality for dependent lives (Q974810) (← links)
• Securitization of catastrophe mortality risks (Q998277) (← links)
• Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283) (← links)
• Life tables in actuarial models: from the deterministic setting to a Bayesian approach (Q1633242) (← links)
• Retirement spending and biological age (Q1655772) (← links)
• Life insurance settlement and the monopolistic insurance market (Q1667409) (← links)
• A unisex stochastic mortality model to comply with EU Gender Directive (Q1681196) (← links)
• Early default risk and surrender risk: impacts on participating life insurance policies (Q1697211) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• A strategy for hedging risks associated with period and cohort effects using q-forwards (Q1697249) (← links)
• Heterogeneous expectations and speculative behavior in insurance-linked securities (Q1723394) (← links)