Pages that link to "Item:Q659198"
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The following pages link to Longevity bond premiums: the extreme value approach and risk cubic pricing (Q659198):
Displaying 20 items.
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630) (← links)
- The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (Q495460) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
- A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
- Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds (Q1987428) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- Livestock mortality catastrophe insurance using fatal shock process (Q2292180) (← links)
- Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
- The Annuity Puzzle and an Outline of Its Solution (Q4634005) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Hedging Longevity Risk: Does the Structure of the Financial Instrument Matter? (Q4987106) (← links)
- Predictive Modeling of Threshold Life Tables (Q5139820) (← links)
- Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts (Q5241932) (← links)
- CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)
- Longevity Risk and Capital Markets: The 2012–2013 Update (Q5742655) (← links)
- Asset Liability Management of Longevity and Interest Rate Risks: Using Survival–Mortality Bonds (Q6107670) (← links)
- Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach (Q6143055) (← links)
- Accurate approximation of the expected value, standard deviation, and probability density function of extreme order statistics from Gaussian samples (Q6552988) (← links)