Zeddouk, Fadoua; Devolder, Pierre Pricing and hedging of longevity basis risk through securitisation. (English) Zbl 1537.91276 ASTIN Bull. 54, No. 1, 159-184 (2024). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91G20 × Cite Format Result Cite Review PDF Full Text: DOI
Börger, Matthias; Freimann, Arne; Ruß, Jochen A combined analysis of hedge effectiveness and capital efficiency in longevity hedging. (English) Zbl 1467.91132 Insur. Math. Econ. 99, 309-326 (2021). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhou, Kenneth Q.; Li, Johnny Siu-Hang Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk. (English) Zbl 1419.91390 Insur. Math. Econ. 84, 1-21 (2019). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K.; Millossovich, Pietro A comparative study of two-population models for the assessment of basis risk in longevity hedges. (English) Zbl 1390.91215 ASTIN Bull. 47, No. 3, 631-679 (2017). MSC: 91B30 62P05 91D20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Li, Johnny Siu-Hang; Zhou, Rui; Hardy, Mary A step-by-step guide to building two-population stochastic mortality models. (English) Zbl 1348.91164 Insur. Math. Econ. 63, 121-134 (2015). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Cairns, Andrew J. G.; Dowd, Kevin; Blake, David; Coughlan, Guy D. Longevity hedge effectiveness: a decomposition. (English) Zbl 1294.91072 Quant. Finance 14, No. 2, 217-235 (2014). MSC: 91B30 91D20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Taskin, Alev; Guneri, Ali Fuat Economic analysis of risky projects by ANNs. (English) Zbl 1137.91503 Appl. Math. Comput. 175, No. 1, 171-181 (2006). MSC: 91B30 92D25 68T05 × Cite Format Result Cite Review PDF Full Text: DOI