Pages that link to "Item:Q743143"
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The following pages link to Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk (Q743143):
Displaying 8 items.
- Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age? (Q784405) (← links)
- Efficient hedging: cost versus shortfall risk (Q1584192) (← links)
- Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605) (← links)
- A combined analysis of hedge effectiveness and capital efficiency in longevity hedging (Q2038255) (← links)
- On the optimal hedge ratio in index-based longevity risk hedging (Q2303994) (← links)
- Assessing the solvency of insurance portfolios via a continuous-time cohort model (Q2347094) (← links)
- Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know? (Q4987090) (← links)
- Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages (Q6149578) (← links)
