Keywords: خطر طول عمر; G22; IM51; IM53; Reinsurance; Risk sharing; Risk measures; Longevity risk; Insurance-linked securities;
مقالات ISI ترجمه شده خطر طول عمر
مقالات ISI خطر طول عمر (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: خطر طول عمر; C13; C15; C51; C53; Longevity risk; Mortality projection; Parametric mortality models; Mortality trend process; Parameter uncertainty;
Keywords: خطر طول عمر; Buy-in; De-risking strategy; Longevity risk; Actuarial valuations; Survival functions;
Keywords: خطر طول عمر; Solvency Capital Requirements; Longevity risk; Option pricing;
Keywords: خطر طول عمر; Longevity risk; Small area estimation; Lee-Carter model; Standard mortality ratio; Graduation;
Keywords: خطر طول عمر; Cancer insurance; Longevity risk; Big data; Stochastic models; National Health Insurance;
Keywords: خطر طول عمر; Longevity risk; Pre-retirement savings; Portfolio choice; HARA preferences; Longevity-linked asset; Stochastic mortality;
Keywords: خطر طول عمر; Optimal consumption; Portfolio selection; Longevity risk; CIR process; Laplace transform;
Keywords: خطر طول عمر; Pensions; Longevity risk; Lifecycle; Optimization;
Keywords: خطر طول عمر; Pension planning; Retirement planning; Lifecycle model; Longevity risk; Optimal consumption;
Keywords: خطر طول عمر; Longevity risk; Lifetime dependence; Multivariate Pareto distribution; Quantiles; Fisher information; Bulk annuity pricing; Truncation;
Keywords: خطر طول عمر; Statistical emulation; Longevity risk; Life annuities; Valuation of mortality-contingent claims; Kriging; Gaussian processes;
Keywords: خطر طول عمر; G12; G13; Life annuities; Longevity risk; q-forward; Mortality-linked derivatives; Instantaneous Sharpe ratio; Incomplete market;
Keywords: خطر طول عمر; Life tables; Risk measures; Longevity risk; Comonotonicity; Life annuity; Supermodular order; Directionally convex order; Increasing convex order;
Keywords: خطر طول عمر; Mortality risk; Longevity risk; Downside risk; Hedge effectiveness; Lee-Carter model;
Keywords: خطر طول عمر; G11; G22; D14; D91; Dynamic portfolio choice; Longevity risk; Variable annuity; Money-back guarantee; Liquidity; Retirement income;
Keywords: خطر طول عمر; C18; C22; C51; C11; Longevity risk; Stochastic mortality model; Forecast; Robustness; Risk management; The Plat model; The Li-Lee model;
Keywords: خطر طول عمر; G22; G32; Longevity risk; Natural hedging; Continuous-time cohort models for longevity; Solvency of insurance portfolios; Solvency requirements; Longevity and interest-rate risk;
Keywords: خطر طول عمر; Longevity risk; Securitization; Pricing; Pareto optimality; Nash's bargaining solution;
Keywords: خطر طول عمر; G21; G22; G32; R31; L85; Equity release products; Idiosyncratic house price risk; Stochastic mortality; Wills-Sherris mortality model; Longevity risk;
Keywords: خطر طول عمر; Longevity risk; Natural hedging; Poisson Lee-Carter model; Poisson common factor model; Product-ratio model; Historical simulation; Value-at-Risk; Risk reduction;
Keywords: خطر طول عمر; Defined-benefit pension plan; Pension sponsor risk; Longevity risk; Economic capital; Enterprise risk management;
Keywords: خطر طول عمر; G21; Reverse mortgage; Longevity risk; Option pricing;
Keywords: خطر طول عمر; G12; G22; G23; C13; C51; C52; J11; Mortality model; Longevity risk; Multi-factor; Affine; Arbitrage-free; Consistent; Kalman filter; Swedish mortality;
Keywords: خطر طول عمر; Longevity risk; Natural hedging strategy; Experience mortality rates;
Keywords: خطر طول عمر; G22; G23; Least squares Monte Carlo; Longevity risk; Reinsurance; Simulation;
Keywords: خطر طول عمر; D14; E21; G22; G23; Longevity risk; Optimal insurance; Life annuity; Group self-annuitization (GSA); Market frictions;
Keywords: خطر طول عمر; G22; G23; IM51; IB81; Longevity risk; Pensions; Pooled annuity fund;
Keywords: خطر طول عمر; Mortality immunization; Longevity risk; Mortality duration; Mortality convexity; Hedge effectiveness;
Keywords: خطر طول عمر; D14; D91; G02; H55; J14; J26Annuity puzzle; Longevity risk; Time preferences
A strategy for hedging risks associated with period and cohort effects using q-forwards
Keywords: خطر طول عمر; Index-based longevity hedges; Longevity risk; Model M7; q-forwards;
Redistribution of longevity risk: The effect of heterogeneous mortality beliefs
Keywords: خطر طول عمر; C71; C78; G22; J11; Risk redistribution; Longevity risk; Nash bargaining; Heterogeneous beliefs; Natural hedge potential;
Measuring mortality heterogeneity with multi-state models and interval-censored data
Keywords: خطر طول عمر; Mortality heterogeneity; Longevity risk; Multi-state models; Interval-censoring; Parametric maximum likelihood;
Risk-neutral valuation of the non-recourse protection in reverse mortgages: A case study for Korea
Keywords: خطر طول عمر; Conditional heteroscedasticity; Correlations; DCC-GARCH; Longevity risk; Minimum entropy;
Evaluation of credit value adjustment in K-forward
Keywords: خطر طول عمر; C13; C15; G22; Credit value adjustment; K-forward; Longevity risk; Multivariate time series; Risk-neutral default probability;
Partial splitting of longevity and financial risks: The longevity nominal choosing swaptions
Keywords: خطر طول عمر; Pension funds; Longevity risk; Interest rate risk; Risk transfer; Longevity modeling; Hedge effectiveness;
Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk
Keywords: خطر طول عمر; Bootstrapping; Model error; Longevity risk; Risk-neutral pricing; Maximum entropy method;
Longevity risk, cost of capital and hedging for life insurers under Solvency II
Keywords: خطر طول عمر; G22; G23; G32; Capital management; Solvency; Longevity risk; Reinsurance; Securitisation;
Time-consistent mean-variance hedging of longevity risk: Effect of cointegration
Keywords: خطر طول عمر; Longevity risk; Basis risk; Cointegration; Stochastic mortality;
Stochastic life table forecasting: A time-simultaneous fan chart application
Keywords: خطر طول عمر; Cairns–Blake–Dowd model; Longevity risk; Prediction bands
On computing the distribution function for the Poisson binomial distribution
Keywords: خطر طول عمر; Characteristic function; kk-out-of-nn system; Longevity risk; Normal approximation; Sum of independent random indicators; Warranty returns
Managing longevity and disability risks in life annuities with long term care
Keywords: خطر طول عمر; G22; J11; IM12; IM43; IB13; IB21; Markovian multi-state model; Longevity risk; Disability risk; Solvency II; Internal models;
Heterogeneity of Australian population mortality and implications for a viable life annuity market
Keywords: خطر طول عمر; G22; G23; J11; C46; Longevity risk; Mortality heterogeneity; Frailty model; Markov ageing model; Physiological age; Annuity pricing;
Delta-Gamma hedging of mortality and interest rate risk
Keywords: خطر طول عمر; Longevity risk; Insurance pricing and hedging; Delta-Gamma coverage; No-arbitrage in insurance;
Time-simultaneous prediction bands: A new look at the uncertainty involved in forecasting mortality
Keywords: خطر طول عمر; Bayesian methods; Longevity risk; The Cairns-Blake-Dowd model; The Lee-Carter model;
Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives
Keywords: خطر طول عمر; G22; C50; Longevity risk; Risk-based capital; Static hedging; q-forwards; Longevity bonds; Life annuities; Variable annuities;
Modelling and management of longevity risk: Approximations to survivor functions and dynamic hedging
Keywords: خطر طول عمر; Longevity risk; Dynamic hedging; Delta hedging; Probit-Taylor approximation; CBD model; q-forward; Solvency II;
On the pricing of longevity-linked securities
Keywords: خطر طول عمر; G13; G22; IM53; IE50; IB10; Longevity risk; Stochastic mortality; Longevity derivatives;
Securitizing and tranching longevity exposures
Keywords: خطر طول عمر; Longevity risk; Asymmetric information; Security design; Pooling; Tranching;
Longevity bond premiums: The extreme value approach and risk cubic pricing
Keywords: خطر طول عمر; IB13; G12; G22; IM01; IM10; IE10; Securitization; Longevity risk; Extreme value theory; Bond spreads;