Pages that link to "Item:Q5077955"
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The following pages link to Pricing longevity-linked derivatives using a stochastic mortality model (Q5077955):
Displaying 10 items.
- Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
- Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions (Q320262) (← links)
- Modeling mortality and pricing life annuities with Lévy processes (Q495501) (← links)
- Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (Q659168) (← links)
- Securitization, structuring and pricing of longevity risk (Q659203) (← links)
- Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233) (← links)
- A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
- Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk (Q2347055) (← links)
- Volterra mortality model: actuarial valuation and risk management with long-range dependence (Q2656983) (← links)
- Pricing pension buy-outs under stochastic interest and mortality rates (Q4585941) (← links)