Longevity Risk and Capital Markets: The 2012–2013 Update
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Publication:5742655
DOI10.1080/10920277.2014.883233zbMath1458.00030OpenAlexW3023867188MaRDI QIDQ5742655
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Publication date: 15 May 2019
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2014.883233
Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Actuarial mathematics (91G05)
Related Items (7)
The Optimal Write-Down Coefficients in a Percentage for a Catastrophe Bond ⋮ A strategy for hedging risks associated with period and cohort effects using q-forwards ⋮ Regime-switching pure jump processes and applications in the valuation of mortality-linked products ⋮ Coherent mortality forecasting with generalized linear models: a modified time-transformation approach ⋮ Parametric mortality indexes: from index construction to hedging strategies ⋮ An Analysis of Period and Cohort Mortality Shocks in International Data ⋮ Assessing the solvency of insurance portfolios via a continuous-time cohort model
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- Unnamed Item
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