Pages that link to "Item:Q5742658"
From MaRDI portal
The following pages link to The CBD Mortality Indexes: Modeling and Applications (Q5742658):
Displaying 22 items.
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- A step-by-step guide to building two-population stochastic mortality models (Q492644) (← links)
- Stochastic approximations in CBD mortality projection models (Q898936) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- Modeling trend processes in parametric mortality models (Q1697268) (← links)
- Incorporating statistical clustering methods into mortality models to improve forecasting performances (Q2038220) (← links)
- Recent declines in life expectancy: implication on longevity risk hedging (Q2038264) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Modeling mortality with a Bayesian vector autoregression (Q2212139) (← 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)
- On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119) (← links)
- Grouped multivariate and functional time series forecasting: an application to annuity pricing (Q2364018) (← links)
- Evaluation of credit value adjustment in K-forward (Q2404546) (← links)
- Parametric mortality indexes: from index construction to hedging strategies (Q2514628) (← links)
- Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
- SMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXES (Q4562942) (← links)
- Cohort extensions of the Poisson common factor model for modelling both genders jointly (Q4576959) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes (Q4987105) (← links)
- Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach (Q6152687) (← links)
- Pricing longevity bond with affine-jump-diffusion multi-cohort mortality model (Q6567270) (← links)
