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Stochastic Mortality Models and Pandemic Shocks (Q5051106)

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scientific article; zbMATH DE number 7619973

Language	Label	Description	Also known as
English	Stochastic Mortality Models and Pandemic Shocks	scientific article; zbMATH DE number 7619973

Statements

scholarly article

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Stochastic Mortality Models and Pandemic Shocks (English)

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Springer Actuarial

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publication date

18 November 2022

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-030-78334-1_4

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Bayesian Poisson log-bilinear models for mortality projections with multiple populations

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Affine processes for dynamic mortality and actuarial valuations

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Multi-population mortality models: a factor copula approach

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On systematic mortality risk and risk-minimization with survivor swaps

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GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS

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Transform Analysis and Asset Pricing for Affine Jump-diffusions

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Mortality modelling with Lévy processes

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Pitfalls and merits of cointegration-based mortality models

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A continuous-time stochastic model for the mortality surface of multiple populations

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Mortality surface by means of continuous time cohort models

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Modeling and Forecasting U.S. Mortality

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Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries

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The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds

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Modelling stochastic mortality for dependent lives

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Delta-gamma hedging of mortality and interest rate risk

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Mortality derivatives and the option to annuitise.

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Mortality Regimes and Pricing

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Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds

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A cohort-based extension to the Lee-Carter model for mortality reduction factors

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Affine stochastic mortality

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Securitization, structuring and pricing of longevity risk

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Pricing and securitization of multi-country longevity risk with mortality dependence

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Identifiers

zbMATH Open document ID

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10.1007/978-3-030-78334-1_4

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5051106

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