Pages that link to "Item:Q2252285"
From MaRDI portal
The following pages link to Longevity bond pricing under stochastic interest rate and mortality with regime-switching (Q2252285):
Displaying 23 items.
- Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions (Q320262) (← links)
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Exact long time behavior of some regime switching stochastic processes (Q2203615) (← links)
- Regime-switching shot-noise processes and longevity bond pricing (Q2257575) (← links)
- Pricing credit derivatives under a correlated regime-switching hazard processes model (Q2397578) (← links)
- Exponential change of measure for general piecewise deterministic Markov processes (Q2423855) (← links)
- Option pricing in Markov-modulated exponential Lévy models with stochastic interest rates (Q2424929) (← links)
- A Multivariate Regime-Switching Mean Reverting Process and Its Application to the Valuation of Credit Risk (Q2875524) (← links)
- The Valuation of a Guaranteed Minimum Maturity Benefit under a Regime-Switching Framework (Q3385434) (← links)
- ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK (Q4563783) (← links)
- Lifetime asset allocation with idiosyncratic and systematic mortality risks (Q4583595) (← links)
- Pricing pension buy-outs under stochastic interest and mortality rates (Q4585941) (← links)
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Pricing an option-type longevity derivative under a regime-switching O-U stochastic mortality model with jumps (Q5383681) (← links)
- Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
- Pricing and hedging for correlation options with regime switching and common jump risk (Q6164724) (← links)
- Optimal strategies for target benefit pension plans with longevity risk in ambiguous environments (Q6593190) (← links)
