Pages that link to "Item:Q998263"

The following pages link to Longevity risk in portfolios of pension annuities (Q998263):

Displaying 36 items.

• Nash equilibria of over-the-counter bargaining for insurance risk redistributions: the role of a regulator (Q322594) (← links)
• Managing longevity and disability risks in life annuities with long term care (Q414606) (← links)
• Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach (Q492652) (← links)
• Redistribution of longevity risk: the effect of heterogeneous mortality beliefs (Q506085) (← links)
• Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← links)
• Longevity risk in pension annuities with exchange options: the effect of product design (Q659212) (← links)
• Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models (Q659219) (← links)
• An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation (Q659246) (← links)
• The timing of annuitization: Investment dominance and mortality risk (Q865617) (← links)
• Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts (Q1667420) (← links)
• Solvency II solvency capital requirement for life insurance companies based on expected shortfall (Q1689024) (← links)
• Replicating intergenerational longevity risk sharing in collective defined contribution pension plans using financial markets (Q1697251) (← links)
• Bayesian value-at-risk backtesting: the case of annuity pricing (Q2030319) (← links)
• Macro longevity risk and the choice between annuity products: evidence from Denmark (Q2038260) (← links)
• Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans (Q2038263) (← links)
• The economics of sharing macro-longevity risk (Q2038269) (← links)
• Pooling mortality risk in eurozone state pension liabilities: an application of a Bayesian coherent multi-population cohort-based mortality model (Q2038272) (← links)
• Tackling longevity risk by means of financial compensation (Q2153640) (← links)
• Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods (Q2212159) (← links)
• Optimal dynamic longevity hedge with basis risk (Q2242224) (← links)
• Individual post-retirement longevity risk management under systematic mortality risk (Q2252283) (← links)
• The impact of longevity and investment risk on a portfolio of life insurance liabilities (Q2323648) (← links)
• Assessing the solvency of insurance portfolios via a continuous-time cohort model (Q2347094) (← links)
• Age-specific copula-AR-GARCH mortality models (Q2347102) (← links)
• Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities (Q2513624) (← links)
• Longevity risk: an empirical analysis for life annuity (Q2910150) (← links)
• (Q3611830) (← links)
• MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (Q4563765) (← links)
• Profitability vs. Attractiveness Within a Performance Analysis of a Life Annuity Business (Q4609754) (← links)
• A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates (Q5272545) (← links)
• A Linear Regression Approach to Modeling Mortality Rates of Different Forms (Q5379133) (← links)
• Barwerte von Renten mit Dynamik (Q5422733) (← links)
• Systematic and Nonsystematic Mortality Risk in Pension Portfolios (Q5742659) (← links)
• Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy (Q5742663) (← links)
• Longevity hedge effectiveness using socioeconomic indices (Q6152719) (← links)
• Target benefit pension plan with longevity risk and intergenerational equity (Q6163454) (← links)