Pages that link to "Item:Q621759"

The following pages link to Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759):

Displaying 33 items.

• Managing longevity and disability risks in life annuities with long term care (Q414606) (← links)
• The choice of sample size for mortality forecasting: a Bayesian learning approach (Q492650) (← links)
• Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824) (← links)
• Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances (Q727663) (← links)
• Longevity risk, cost of capital and hedging for life insurers under Solvency II (Q743154) (← links)
• Dependent interest and transition rates in life insurance (Q743157) (← links)
• Long-term insurance products and volatility under the Solvency II framework (Q906579) (← links)
• Assessing the cost of capital for longevity risk (Q931189) (← links)
• A two-dimensional duration concept. The impact of biometrical assumption on passive reserves. (Q949434) (← links)
• Solvency II solvency capital requirement for life insurance companies based on expected shortfall (Q1689024) (← links)
• It takes two: why mortality trend modeling is more than modeling one mortality trend (Q2038241) (← links)
• A combined analysis of hedge effectiveness and capital efficiency in longevity hedging (Q2038255) (← links)
• An option pricing approach for measuring solvency capital requirements in insurance industry (Q2153217) (← links)
• Tackling longevity risk by means of financial compensation (Q2153640) (← links)
• A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula (Q2219626) (← links)
• Fees in tontines (Q2234753) (← links)
• Inside the Solvency 2 black box: net asset values and solvency capital requirements with a least-squares Monte-Carlo approach (Q2374093) (← links)
• Modelling and projecting mortality improvement rates using a cohort perspective (Q2445998) (← 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)
• Stress scenario generation for solvency and risk management (Q4575363) (← links)
• Product pricing and solvency capital requirements for long-term care insurance (Q4575459) (← links)
• A partial internal model for longevity risk (Q4576802) (← links)
• Parameter risk in time-series mortality forecasts (Q4577206) (← links)
• TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN (Q4629469) (← links)
• A CONDITIONAL EQUITY RISK MODEL FOR REGULATORY ASSESSMENT (Q4629479) (← links)
• SOLVENCY REQUIREMENT IN A UNISEX MORTALITY MODEL (Q4691253) (← links)
• An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104) (← links)
• Market pricing of longevity-linked securities (Q5003359) (← links)
• Forecasting mortality rates with a general stochastic mortality trend model (Q5083683) (← links)
• PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES (Q5152544) (← links)
• RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT (Q5419641) (← links)
• Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II (Q5742668) (← links)