Pages that link to "Item:Q1413287"

The following pages link to Mortality derivatives and the option to annuitise. (Q1413287):

Displaying 50 items.

• An explicitly solvable Heston model with stochastic interest rate (Q320946) (← links)
• Hedging pure endowments with mortality derivatives (Q344001) (← links)
• Managing longevity and disability risks in life annuities with long term care (Q414606) (← links)
• Delta-gamma hedging of mortality and interest rate risk (Q414608) (← links)
• Fair demographic risk sharing in defined contribution pension systems (Q433378) (← links)
• Stochastic mortality models: an infinite-dimensional approach (Q471180) (← links)
• Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
• Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
• Jump diffusion transition intensities in life insurance and disability annuity (Q495519) (← links)
• A recursive approach to mortality-linked derivative pricing (Q634010) (← links)
• A stochastic model for mortality rate on italian data (Q639215) (← links)
• The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts (Q654825) (← links)
• On stochastic mortality modeling (Q659159) (← links)
• Longevity risk and capital markets: the 2008-2009 update (Q659193) (← links)
• On the pricing of longevity-linked securities (Q659196) (← links)
• A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions (Q659201) (← links)
• On the optimal product mix in life insurance companies using conditional value at risk (Q659215) (← links)
• Mortality risk modeling: applications to insurance securitization (Q659218) (← links)
• An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation (Q659246) (← links)
• A linear algebraic method for pricing temporary life annuities and insurance policies (Q661219) (← links)
• Forward mortality and other vital rates - are they the way forward? (Q661220) (← links)
• Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249) (← links)
• On the robustness of longevity risk pricing (Q661262) (← links)
• Survival models in a dynamic context: a survey (Q704411) (← links)
• Pricing rate of return guarantees in regular premium unit linked insurance (Q704417) (← links)
• Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
• Affine processes for dynamic mortality and actuarial valuations (Q817280) (← links)
• Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
• A bidimensional approach to mortality risk (Q882489) (← links)
• Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
• Valuation of life insurance products under stochastic interest rates (Q939351) (← links)
• The prediction risk for the development of mortality -- can it be minimized by an appropriate portfolio composition? (Q949438) (← links)
• Modelling stochastic mortality for dependent lives (Q974810) (← links)
• Securitization of catastrophe mortality risks (Q998277) (← links)
• Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283) (← links)
• Pensionmetrics 2: Stochastic pension plan design during the distribution phase. (Q1413333) (← links)
• Valuation of guaranteed annuity conversion options. (Q1413340) (← links)
• Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← links)
• Multistate models in health insurance (Q1633243) (← links)
• Retirement spending and biological age (Q1655772) (← links)
• Moment matching machine learning methods for risk management of large variable annuity portfolios (Q1657175) (← links)
• A unisex stochastic mortality model to comply with EU Gender Directive (Q1681196) (← links)
• Longevity risk and capital markets: the 2015--16 update (Q1697233) (← links)
• Heterogeneous expectations and speculative behavior in insurance-linked securities (Q1723394) (← links)
• Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (Q1888899) (← links)
• A note on utility based pricing and asymptotic risk diversification (Q1938975) (← links)
• Pricing variable annuity guarantees in a local volatility framework (Q2015631) (← links)
• Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
• Constructing dynamic life tables with a single-factor model (Q2026541) (← links)
• Addressing the life expectancy gap in pension policy (Q2038240) (← links)