Pages that link to "Item:Q659218"
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The following pages link to Mortality risk modeling: applications to insurance securitization (Q659218):
Displaying 49 items.
- It's not now or never: implications of investment timing and risk aversion on climate adaptation to extreme events (Q323263) (← links)
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- A step-by-step guide to building two-population stochastic mortality models (Q492644) (← links)
- A new defined benefit pension risk measurement methodology (Q492658) (← links)
- De-risking defined benefit plans (Q492661) (← links)
- The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (Q495460) (← links)
- Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← links)
- Stochastic portfolio specific mortality and the quantification of mortality basis risk (Q659104) (← links)
- Longevity bond premiums: the extreme value approach and risk cubic pricing (Q659198) (← links)
- An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation (Q659246) (← links)
- Price bounds of mortality-linked security in incomplete insurance market (Q743137) (← links)
- Affine processes for dynamic mortality and actuarial valuations (Q817280) (← links)
- A bidimensional approach to mortality risk (Q882489) (← links)
- Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary (Q903329) (← links)
- Estimating the term structure of mortality (Q998262) (← links)
- Securitization of catastrophe mortality risks (Q998277) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Heterogeneous expectations and speculative behavior in insurance-linked securities (Q1723394) (← links)
- A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
- Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds (Q1987428) (← links)
- On the mortality/longevity risk hedging with mortality immunization (Q2015624) (← links)
- Incorporating statistical clustering methods into mortality models to improve forecasting performances (Q2038220) (← links)
- Modeling and pricing longevity derivatives using Skellam distribution (Q2038258) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Correlated age-specific mortality model: an application to annuity portfolio management (Q2066778) (← links)
- Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time (Q2157224) (← links)
- Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) (← links)
- Modeling pandemic mortality risk and its application to mortality-linked security pricing (Q2172056) (← links)
- Livestock mortality catastrophe insurance using fatal shock process (Q2292180) (← links)
- Mortality-dependent financial risk measures (Q2499824) (← links)
- Coherent mortality forecasting with generalized linear models: a modified time-transformation approach (Q2514620) (← links)
- Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
- Mortality options: the point of view of an insurer (Q2656991) (← links)
- Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
- Mortality Regimes and Pricing (Q3107268) (← links)
- Statistical Estimation Techniques in Life and Disability Insurance—A Short Overview (Q4558892) (← links)
- Incorporating the Bühlmann credibility into mortality models to improve forecasting performances (Q4575474) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Optimal Longevity Risk Transfer and Investment Strategies (Q4987089) (← links)
- Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices (Q4987097) (← links)
- A Synthesis Mortality Model for the Elderly (Q4987111) (← links)
- Hedging Mortality/Longevity Risks for Multiple Years (Q5108353) (← links)
- A Hermite-spline model of post-retirement mortality (Q5217903) (← links)
- A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates (Q5272545) (← links)
- A Linear Regression Approach to Modeling Mortality Rates of Different Forms (Q5379133) (← links)
- The Impact of Disability Insurance on a Portfolio of Life Insurances (Q5379178) (← links)
- Market Value of Liabilities Mortality Risk (Q5715863) (← links)
- Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
- Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk (Q5742661) (← links)