Pages that link to "Item:Q4987105"
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The following pages link to Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes (Q4987105):
Displaying 8 items.
- Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
- A combined analysis of hedge effectiveness and capital efficiency in longevity hedging (Q2038255) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Green nested simulation via likelihood ratio: applications to longevity risk management (Q2172053) (← links)
- On the optimal hedge ratio in index-based longevity risk hedging (Q2303994) (← links)
- Parametric mortality indexes: from index construction to hedging strategies (Q2514628) (← links)
- Hedging Mortality/Longevity Risks for Multiple Years (Q5108353) (← links)
- HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS (Q5398347) (← links)