Pages that link to "Item:Q2219628"
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The following pages link to Mean reversion in stochastic mortality: why and how? (Q2219628):
Displaying 11 items.
- Mortality modeling and regression with matrix distributions (Q59392) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Between DB and DC: optimal hybrid PAYG pension schemes (Q2303995) (← 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)
- Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates (Q6550182) (← links)
- Fair valuations of insurance policies under multiple risk factors: a flexible lattice approach (Q6556605) (← links)
- Affine models with path-dependence under parameter uncertainty and their application in finance (Q6633872) (← 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)
