Pages that link to "Item:Q2866020"

The following pages link to Key q-duration: a framework for hedging longevity risk (Q2866020):

Displaying 36 items.

• Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824) (← links)
• Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary (Q903329) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• A strategy for hedging risks associated with period and cohort effects using q-forwards (Q1697249) (← links)
• Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605) (← links)
• On the mortality/longevity risk hedging with mortality immunization (Q2015624) (← links)
• A combined analysis of hedge effectiveness and capital efficiency in longevity hedging (Q2038255) (← links)
• Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
• Optimal dynamic longevity hedge with basis risk (Q2242224) (← links)
• On the optimal hedge ratio in index-based longevity risk hedging (Q2303994) (← links)
• Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk (Q2347055) (← links)
• Age-specific copula-AR-GARCH mortality models (Q2347102) (← links)
• Parametric mortality indexes: from index construction to hedging strategies (Q2514628) (← links)
• It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk (Q2520457) (← links)
• Longevity hedge effectiveness: a decomposition (Q2879022) (← links)
• Measuring Basis Risk in Longevity Hedges (Q3107266) (← links)
• THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK (Q4563789) (← links)
• The Optimal Write-Down Coefficients in a Percentage for a Catastrophe Bond (Q4567957) (← links)
• Pricing<i>q</i>-forward contracts: an evaluation of estimation window and pricing method under different mortality models (Q4576962) (← links)
• Application of Relational Models in Mortality Immunization (Q4633994) (← links)
• Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
• Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know? (Q4987090) (← links)
• Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
• Hedging Mortality/Longevity Risks for Multiple Years (Q5108353) (← links)
• A DOUBLE COMMON FACTOR MODEL FOR MORTALITY PROJECTION USING BEST-PERFORMANCE MORTALITY RATES AS REFERENCE (Q5152542) (← links)
• NATURAL HEDGES WITH IMMUNIZATION STRATEGIES OF MORTALITY AND INTEREST RATES (Q5213443) (← links)
• Applications of Mortality Durations and Convexities in Natural Hedges (Q5379127) (← links)
• A Linear Regression Approach to Modeling Mortality Rates of Different Forms (Q5379133) (← links)
• The CBD Mortality Indexes: Modeling and Applications (Q5742658) (← links)
• A Cautionary Note on Natural Hedging of Longevity Risk (Q5742664) (← links)
• DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (Q5745193) (← links)
• Asset Liability Management of Longevity and Interest Rate Risks: Using Survival–Mortality Bonds (Q6107670) (← links)
• Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach (Q6152687) (← links)
• Longevity hedge effectiveness using socioeconomic indices (Q6152719) (← links)
• Pricing and hedging of longevity basis risk through securitisation (Q6494327) (← links)
• Coping with longevity via hedging: fair dynamic valuation of variable annuities (Q6573823) (← links)