Pages that link to "Item:Q5742657"
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The following pages link to Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform (Q5742657):
Displaying 14 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)
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (Q495460) (← links)
- Modeling mortality and pricing life annuities with Lévy processes (Q495501) (← links)
- Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- A strategy for hedging risks associated with period and cohort effects using q-forwards (Q1697249) (← links)
- Modeling and pricing longevity derivatives using Skellam distribution (Q2038258) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← 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)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Pricing longevity-linked derivatives using a stochastic mortality model (Q5077955) (← links)
