8 results
Optimal annuitization under stochastic interest rates
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 54 / Issue 3 / September 2024
- Published online by Cambridge University Press:
- 09 October 2024, pp. 626-651
- Print publication:
- September 2024
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Multiple yield curve modeling and forecasting using deep learning
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 54 / Issue 3 / September 2024
- Published online by Cambridge University Press:
- 04 October 2024, pp. 463-494
- Print publication:
- September 2024
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Optimal defined-contribution pension management with financial and mortality risks
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 54 / Issue 3 / September 2024
- Published online by Cambridge University Press:
- 24 September 2024, pp. 546-568
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- September 2024
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16 - Model Validation of Interest Rate Risk (Banking Book) Models
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- Validation of Risk Management Models for Financial Institutions
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- 02 March 2023
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- 09 March 2023, pp 422-438
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15 - Risk Mitigation Using Options and Derivatives
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- Book:
- Quantitative Enterprise Risk Management
- Published online:
- 28 July 2022
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- 05 May 2022, pp 421-441
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NATURAL HEDGES WITH IMMUNIZATION STRATEGIES OF MORTALITY AND INTEREST RATES
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 1 / January 2020
- Published online by Cambridge University Press:
- 03 January 2020, pp. 155-185
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- January 2020
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On Immunisation and S-Convex Extremal Distributions
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- Journal:
- Annals of Actuarial Science / Volume 2 / Issue 1 / March 2007
- Published online by Cambridge University Press:
- 10 May 2011, pp. 67-90
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Credit Risk and Prepayment Option
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 22 / Issue 1 / May 1992
- Published online by Cambridge University Press:
- 29 August 2014, pp. 81-96
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- May 1992
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