Pages that link to "Item:Q2656983"
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The following pages link to Volterra mortality model: actuarial valuation and risk management with long-range dependence (Q2656983):
Displaying 9 items.
- Time-consistent longevity hedging with long-range dependence (Q2038218) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- COVID-19 and credit risk: a long memory perspective (Q2138614) (← links)
- Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) (← links)
- Irreversible reinsurance: a singular control approach (Q2682993) (← links)
- Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate (Q5881714) (← links)
- Limit equations of adaptive Erlangization and their application to environmental management (Q6052338) (← links)
- Bond portfolio optimization with long-range dependent credits (Q6175328) (← links)
- Stochastic mortality model with respect to mixed fractional Poisson process: calibration and empirical analysis of long-range dependence in actuarial valuation (Q6665589) (← links)