Pages that link to "Item:Q2252277"
From MaRDI portal
The following pages link to If we can simulate it, we can insure it: an application to longevity risk management (Q2252277):
Displaying 12 items.
- A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions (Q659201) (← links)
- Valuation of longevity-linked life annuities (Q1697238) (← links)
- A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
- Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach (Q2157215) (← links)
- Green nested simulation via likelihood ratio: applications to longevity risk management (Q2172053) (← links)
- Sustainability of participation in collective pension schemes: an option pricing approach (Q2397865) (← links)
- A dynamic equivalence principle for systematic longevity risk management (Q2415975) (← links)
- Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
- Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes (Q4987105) (← links)
- Hedging Mortality/Longevity Risks for Multiple Years (Q5108353) (← links)
- PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES (Q5152544) (← links)
- Longevity hedge effectiveness using socioeconomic indices (Q6152719) (← links)
