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Long-term value at risk

Blake, David; Dowd, Kevin; Cairns, Andrew - 2003

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Long-term value at risk

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Pension metrics : stochastic pension plan design and value-at-risk during the accumulation phase

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Pension metrics : stoachastic pension plan design during the distribution phase

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Mortality : dependent financial risk measures

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Applied quantitative finance : theory and computational tools

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Parameter risk in time-series mortality forecasts

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Longevity trend risk over limited time horizons

Richards, Stephen J.; Currie, Iain D.; Kleinow, Torsten; … - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 2, pp. 262-277

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Applied Quantitative Finance : Theory and Computational Tools

Härdle, Wolfgang - 2002

Applied Quantitative Finance presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the selection of topics as well as in a finely tuned...

Persistent link: https://www.econbiz.de/10013523096