Pages that link to "Item:Q2038218"
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The following pages link to Time-consistent longevity hedging with long-range dependence (Q2038218):
Displaying 11 items.
- Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
- A combined analysis of hedge effectiveness and capital efficiency in longevity hedging (Q2038255) (← links)
- Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) (← links)
- On the optimal hedge ratio in index-based longevity risk hedging (Q2303994) (← links)
- Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration (Q2374128) (← links)
- Time-consistent mean-variance hedging of longevity risk: effect of cointegration (Q2513456) (← links)
- Volterra mortality model: actuarial valuation and risk management with long-range dependence (Q2656983) (← links)
- Key q-duration: a framework for hedging longevity risk (Q2866020) (← links)
- Longevity hedge effectiveness: a decomposition (Q2879022) (← links)
- Hedging Mortality/Longevity Risks for Multiple Years (Q5108353) (← links)
- Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate (Q5881714) (← links)