Pages that link to "Item:Q2499824"
From MaRDI portal
The following pages link to Mortality-dependent financial risk measures (Q2499824):
Displaying 18 items.
- Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630) (← links)
- De-risking defined benefit plans (Q492661) (← links)
- Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← 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)
- Correlated intensity, counter party risks, and dependent mortalities (Q661258) (← links)
- Estimating the term structure of mortality (Q998262) (← links)
- Correlated age-specific mortality model: an application to annuity portfolio management (Q2066778) (← links)
- A subordinated Markov model for stochastic mortality (Q2391941) (← links)
- Maturity-Independent Risk Measures (Q3563694) (← links)
- Stochastic Mortality: The Impact on Target Capital (Q3653510) (← links)
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)
- A Bayesian Approach to Modeling and Projecting Cohort Effects (Q4987102) (← links)
- An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104) (← links)
- Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
- A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (Q5029052) (← links)
- Pricing longevity-linked derivatives using a stochastic mortality model (Q5077955) (← links)
- Market Value of Liabilities Mortality Risk (Q5715863) (← links)
