Pages that link to "Item:Q3653510"
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The following pages link to Stochastic Mortality: The Impact on Target Capital (Q3653510):
Displaying 22 items.
- Managing longevity and disability risks in life annuities with long term care (Q414606) (← links)
- Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← links)
- Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824) (← links)
- Stochastic portfolio specific mortality and the quantification of mortality basis risk (Q659104) (← links)
- Mortality modelling with Lévy processes (Q939382) (← links)
- Life tables in actuarial models: from the deterministic setting to a Bayesian approach (Q1633242) (← links)
- Heterogeneity and uncertainty in a multistate framework (Q2044809) (← links)
- Age-specific copula-AR-GARCH mortality models (Q2347102) (← links)
- Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting (Q2374126) (← links)
- It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457) (← links)
- Solvency capital requirements for longevity risk under different stochastic mortality models (Q2858943) (← links)
- Longevity hedge effectiveness: a decomposition (Q2879022) (← links)
- Biometric Solvency Risk for Portfolios of General Life Contracts. I. The Single-Life Multiple Decrement Case (Q3088981) (← links)
- Product pricing and solvency capital requirements for long-term care insurance (Q4575459) (← links)
- A partial internal model for longevity risk (Q4576802) (← links)
- TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN (Q4629469) (← links)
- SOLVENCY REQUIREMENT IN A UNISEX MORTALITY MODEL (Q4691253) (← links)
- An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104) (← links)
- A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates (Q5272545) (← links)
- A Linear Regression Approach to Modeling Mortality Rates of Different Forms (Q5379133) (← links)
- A Three-Factor Model for Mortality Modeling (Q5379143) (← links)
- Assessment of longevity risk: credibility approach (Q5861213) (← links)
