Pages that link to "Item:Q414608"
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The following pages link to Delta-gamma hedging of mortality and interest rate risk (Q414608):
Displaying 30 items.
- Hedging pure endowments with mortality derivatives (Q344001) (← links)
- Optimal dynamic asset allocation of pension fund in mortality and salary risks framework (Q495461) (← links)
- Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances (Q727663) (← links)
- Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk (Q743143) (← links)
- Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age? (Q784405) (← links)
- Mortality derivatives and the option to annuitise. (Q1413287) (← links)
- A unisex stochastic mortality model to comply with EU Gender Directive (Q1681196) (← links)
- A strategy for hedging risks associated with period and cohort effects using q-forwards (Q1697249) (← links)
- Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605) (← links)
- Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Q2059681) (← links)
- Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) (← links)
- Optimal dynamic longevity hedge with basis risk (Q2242224) (← links)
- Issues with the Smith-Wilson method (Q2374100) (← links)
- It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457) (← links)
- Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
- A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach (Q2812013) (← links)
- LONGEVITY RISK MANAGEMENT AND SHAREHOLDER VALUE FOR A LIFE ANNUITY BUSINESS (Q4563788) (← links)
- THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK (Q4563789) (← links)
- Basis risk in static versus dynamic longevity-risk hedging (Q4575469) (← links)
- Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know? (Q4987090) (← links)
- Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees (Q5001178) (← links)
- Stochastic Mortality Models and Pandemic Shocks (Q5051106) (← links)
- An innovative design of flexible, bequest-enhanced life annuity with natural hedging (Q5106335) (← links)
- VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD (Q5140077) (← links)
- GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS (Q5152543) (← links)
- The Impact of Disability Insurance on a Portfolio of Life Insurances (Q5379178) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
- A Unified Framework for Insurance Demand and Mortality Immunization (Q6583016) (← links)
- Stochastic mortality model with respect to mixed fractional Poisson process: calibration and empirical analysis of long-range dependence in actuarial valuation (Q6665589) (← links)
- Pension funds with longevity risk: an optimal portfolio insurance approach (Q6665607) (← links)
