Stochastic mortality models
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Title |
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ERM Resource |
29/07/2015 |
Modelling and Management of Longevity Risk |
Longevity Risk, Mortality Risk, Risk man-agement, Risk Management Tools and Techniques, Robustness, Stochastic mortality models |
ERM Resource |
29/07/2015 |
Modelling and Management of Mortality Risk: A Review |
cohort effect, market models, Mortality Risk, mortality swaps, mortality-linked securities, q-forwards, Risk Management Tools and Techniques, SCOR market model, short-rate models, Stochastic mortality models |
ERM Resource |
29/07/2015 |
Longevity: The Underlying Driver of Retirement Risk |
Longevity risk, Longevity Risk, No category, Retirement, risk management, Robustness, Stochastic mortality models |