Pages that link to "Item:Q2242224"
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The following pages link to Optimal dynamic longevity hedge with basis risk (Q2242224):
Displaying 17 items.
- Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
- Hedging of long term zero-coupon bonds in a market model with reinvestment risk (Q487615) (← links)
- Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824) (← links)
- Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios (Q938032) (← links)
- Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605) (← links)
- Optimal hedging of demographic risk in life insurance (Q1936833) (← links)
- Time-consistent longevity hedging with long-range dependence (Q2038218) (← 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)
- Time-consistent mean-variance hedging of longevity risk: effect of cointegration (Q2513456) (← links)
- It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457) (← links)
- Hedging Longevity Risk When Interest Rates are Uncertain (Q3107263) (← links)
- Measuring Basis Risk in Longevity Hedges (Q3107266) (← links)
- Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes (Q4987105) (← links)
- The role of longevity bond in DC pension plan during both accumulation and decumulation phases (Q5129474) (← links)
- DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (Q5745193) (← links)
- Epidemic Financing Facilities: Pandemic Bonds and Endemic Swaps (Q6640256) (← links)
