Keywords: مرگ و میر تصادفی; G17; G 22; D14; C53; I31; Participating life annuity; Gender-neutral pricing; Gender composition; Stochastic mortality; Asset liability model; Lifetime utility;
مقالات ISI مرگ و میر تصادفی (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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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: مرگ و میر تصادفی; Stochastic mortality; Continuous time; Dependent lives; Broken-heart effect; Generation effect; Bereavement; Joint survivorship;
Keywords: مرگ و میر تصادفی; Longevity risk; Pre-retirement savings; Portfolio choice; HARA preferences; Longevity-linked asset; Stochastic mortality;
Keywords: مرگ و میر تصادفی; G13; G22; Stochastic mortality; Affine interest rate models; Dependence; Guaranteed Annuity Options; Wishart process;
Keywords: مرگ و میر تصادفی; G21; G22; G32; R31; L85; Equity release products; Idiosyncratic house price risk; Stochastic mortality; Wills-Sherris mortality model; Longevity risk;
Keywords: مرگ و میر تصادفی; Stochastic mortality; Duration dependence; Disability insurance; Lee–Carter model; Lexis diagram
Keywords: مرگ و میر تصادفی; Life cycle saving; Demographics; Stochastic mortality;
Keywords: مرگ و میر تصادفی; Longevity bond; Stochastic interest rate; Stochastic mortality; Regime switching; Stochastic flows; Exponential affine form;
Keywords: مرگ و میر تصادفی; C1; C13; C38; C53; J11; Stochastic mortality; Age effect; Cohort effect; Differential Evolution algorithm; Mortality forecasting;
Time-consistent mean-variance hedging of longevity risk: Effect of cointegration
Keywords: مرگ و میر تصادفی; Longevity risk; Basis risk; Cointegration; Stochastic mortality;
Optimal retirement consumption with a stochastic force of mortality
Keywords: مرگ و میر تصادفی; E21/G22; Lifecycle consumption; Stochastic mortality; Survival curve matching;
Valuation of equity-indexed annuity under stochastic mortality and interest rate
Keywords: مرگ و میر تصادفی; Equity-indexed annuity; Stochastic mortality; Stochastic interest rate;
Forward mortality and other vital rates - Are they the way forward?
Keywords: مرگ و میر تصادفی; Stochastic interest; Stochastic mortality; Credit risk; Rates vs. intensities; Multi-state life insurance models; G12; 60G55; 62Nxx; 91B30; 91G30; 91G40;
On the pricing of longevity-linked securities
Keywords: مرگ و میر تصادفی; G13; G22; IM53; IE50; IB10; Longevity risk; Stochastic mortality; Longevity derivatives;
Dynamic portfolio choice with deferred annuities
Keywords: مرگ و میر تصادفی; D91; G11; J26; Portfolio choice; Household finance; Deferred life annuities; Stochastic mortality;
An additive stochastic model of mortality rates: An application to longevity risk in reserve evaluation
Keywords: مرگ و میر تصادفی; G22; E47; J11; J17; Stochastic mortality; Longevity risks; Mortality risk; Reserves; Annuity;
Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities
Keywords: مرگ و میر تصادفی; G13; G22; C60; Stochastic mortality; Pricing; Annuities; Sharpe ratio; Non-linear partial differential equations; Market price of risk; Equivalent martingale measures;
Mortality modelling with Lévy processes
Keywords: مرگ و میر تصادفی; Stochastic mortality; Longevity risk; Lévy processes;
Modelling stochastic mortality for dependent lives
Keywords: مرگ و میر تصادفی; G22; J11; Dependent lives; Best fit copula; Stochastic mortality; Joint survival function; Generation effect; Time-dependent association;
Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio
Keywords: مرگ و میر تصادفی; G13; G22; C60; 91B30; 91B70; Stochastic mortality; Pricing; Life insurance; Sharpe ratio; Non-linear partial differential equations; Market price of risk; Equivalent martingale measures;
Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates
Keywords: مرگ و میر تصادفی; G11; G13; G22; C44; Stochastic mortality; Indifference pricing; Mortality-contingent claims; Exponential utility; Nonlinear expectations;
Hedging life insurance with pure endowments
Keywords: مرگ و میر تصادفی; Stochastic mortality; Sharpe ratio; Life insurance; Pure endowments; Non-linear partial differential equations;
Affine stochastic mortality
Keywords: مرگ و میر تصادفی; G12; G13; G22; I12; IM10; IE43; IE50; IB10; Stochastic mortality; Affine models; Mortality laws; Longevity risk; Market price of mortality risk; Mortality options;
The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case
Keywords: مرگ و میر تصادفی; G13; G23; IB10; IM10; Fair value; Guaranteed annuity options; Incomplete markets; Stochastic mortality;
Valuation and hedging of life insurance liabilities with systematic mortality risk
Keywords: مرگ و میر تصادفی; G10; 62P05; 91B28; Stochastic mortality; Affine mortality structure; Equivalent martingale measure; Risk-minimization; Mean-variance indifference pricing; Thiele's differential equation;