Pages that link to "Item:Q661262"
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The following pages link to On the robustness of longevity risk pricing (Q661262):
Displaying 21 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)
- A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions (Q659201) (← links)
- Securitization, structuring and pricing of longevity risk (Q659203) (← links)
- Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233) (← links)
- Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios (Q938032) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Valuation of longevity-linked life annuities (Q1697238) (← links)
- A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Longevity bond pricing under stochastic interest rate and mortality with regime-switching (Q2252285) (← links)
- Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk (Q2347055) (← links)
- Optimal assets allocation and benefit adjustment strategy with longevity risk for target benefit pension plans (Q2691364) (← links)
- Key q-duration: a framework for hedging longevity risk (Q2866020) (← links)
- Research on pricing longevity bonds with cohort mortality dependence (Q2924605) (← links)
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Market pricing of longevity-linked securities (Q5003359) (← links)
- Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
- Optimal strategies for target benefit pension plans with longevity risk in ambiguous environments (Q6593190) (← links)