Pages that link to "Item:Q939382"

The following pages link to Mortality modelling with Lévy processes (Q939382):

Displaying 36 items.

• Stochastic mortality models: an infinite-dimensional approach (Q471180) (← 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)
• Asymptotic identity in min-plus algebra: a report on CPNS (Q642426) (← links)
• An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation (Q659246) (← links)
• Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
• On the robustness of longevity risk pricing (Q661262) (← links)
• Price bounds of mortality-linked security in incomplete insurance market (Q743137) (← links)
• Estimating the term structure of mortality (Q998262) (← links)
• Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
• Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414) (← links)
• Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds (Q1987428) (← links)
• Multivariate tempered stable random fields (Q2041743) (← links)
• Dynamic bivariate mortality modelling (Q2152246) (← links)
• Modelling distributed decision-making in command and control using stochastic network synchronisation (Q2178080) (← links)
• Research on CDS pricing model with endogenous recovery rate (Q2207878) (← links)
• Quickest drift change detection in Lévy-type force of mortality model (Q2335769) (← links)
• The survival probability of mortality intensity with jump-diffusion (Q2510036) (← links)
• Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
• Modelling and management of mortality risk: a review (Q3077713) (← links)
• Hedging Longevity Risk When Interest Rates are Uncertain (Q3107263) (← links)
• Models for stochastic mortality (Q3441405) (← links)
• A proposition of generalized stochastic Milevsky–Promislov mortality models (Q4562033) (← links)
• Lifetime asset allocation with idiosyncratic and systematic mortality risks (Q4583595) (← links)
• On the Structure and Classification of Mortality Models (Q4987101) (← links)
• Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models (Q5044696) (← links)
• Stochastic Mortality Models and Pandemic Shocks (Q5051106) (← links)
• Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes (Q5077430) (← links)
• Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
• Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform (Q5742657) (← links)
• Mortality modeling using probability distributions. APPLICATION in greek mortality data (Q5860775) (← links)
• Multi-population mortality modeling with Lévy processes (Q6089413) (← links)
• Impact of rough stochastic volatility models on long-term life insurance pricing (Q6173889) (← links)
• A calendar year mortality model in continuous time (Q6174082) (← links)
• Survival energy models for mortality prediction and future prospects (Q6174086) (← links)
• Stochastic mortality model with respect to mixed fractional Poisson process: calibration and empirical analysis of long-range dependence in actuarial valuation (Q6665589) (← links)