Copertina

A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Gabric, Lydia J., Zhou, Kenneth Q.
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Risk Management
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management
di: Lucius, Travon, et al.
Pubblicazione: (2025)

On the Efficacy of Shorting Corporate Bonds as a Tail Risk Hedging Solution
di: Cable, Travis, et al.
Pubblicazione: (2025)

Static Hedging of Freight Rate Risk in the Shipping Market under Model Uncertainty
di: Papayiannis, Georgios I.
Pubblicazione: (2022)

The Geometry of Risk: Path-Dependent Regulation and Anticipatory Hedging via the SigSwap
di: Bloch, Daniel
Pubblicazione: (2026)

A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging
di: Peng, Xianhua, et al.
Pubblicazione: (2024)

The Epistemic Risk of Risk: A Modal Framework for Quantitative Risk Management
di: Assa, Hirbod
Pubblicazione: (2026)

Semi-Static Variance-Optimal Hedging of Covariance Risk in Multi-Asset Derivatives
di: Chatziandreou, Konstantinos, et al.
Pubblicazione: (2026)

Modeling Excess Mortality and Interest Rates using Mixed Fractional Brownian Motions
di: Zhou, Kenneth Q., et al.
Pubblicazione: (2025)

Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement
di: Dhandapani, Vikranth Lokeshwar, et al.
Pubblicazione: (2024)

Capital-Allocation-Induced Risk Sharing
di: Chong, Wing Fung, et al.
Pubblicazione: (2026)

Dynamic Risk Assessment of Wildland-Urban Interface Fires
di: Hu, Yusheng, et al.
Pubblicazione: (2025)

Slippage-at-Risk (SaR): A Forward-Looking Liquidity Risk Framework for Perpetual Futures Exchanges
di: Sepper, Otar
Pubblicazione: (2026)

A Motif-Based Framework for Decomposing Risk Spillovers
di: Shao, Ying-Hui, et al.
Pubblicazione: (2026)

An Integrated Model for Financial Risk Assessment of Grid-ignited Wildfires
di: Nematshahi, Saeed, et al.
Pubblicazione: (2025)

Hedging in Sequential Experiments
di: Cook, Thomas, et al.
Pubblicazione: (2024)

Credit Risk Assessment Model for UAE Commercial Banks: A Machine Learning Approach
di: Saxena, Aditya, et al.
Pubblicazione: (2024)

Multivariate Residual Estimation Risk
di: Manuge, D. J.
Pubblicazione: (2026)

Deep Hedging with Options Using the Implied Volatility Surface
di: François, Pascal, et al.
Pubblicazione: (2025)

Testing for the Asymmetric Optimal Hedge Ratios: With an Application to Bitcoin
di: Hatemi-J, Abdulnasser
Pubblicazione: (2024)

A Counterfactual Diagnostic Framework for Explaining KS Deterioration in Credit Risk Model Validation
di: Wang, Yiqing
Pubblicazione: (2026)

A new paradigm of mortality modeling via individual vitality dynamics
di: Zhu, Xiaobai, et al.
Pubblicazione: (2024)

Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application
di: Liu, Yang, et al.
Pubblicazione: (2026)

Project Risk Management from the bottom-up: Activity Risk Index
di: Acebes, Fernando, et al.
Pubblicazione: (2024)

Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks
di: Mao, Tiantian, et al.
Pubblicazione: (2024)

Mortality Heterogeneity and Actuarial Fairness in China's Notional Defined Contribution Pension System
di: Dong, Xiaoyu, et al.
Pubblicazione: (2026)

Hedging market risk and uncertainty via a robust portfolio approach
di: Ravagnani, Adele, et al.
Pubblicazione: (2026)

Derivatives of Risk Measures
di: Gankhuu, Battulga
Pubblicazione: (2024)

Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures
di: Ghossoub, Mario, et al.
Pubblicazione: (2024)

Entity-Specific Cyber Risk Assessment using InsurTech Empowered Risk Factors
di: Guo, Jiayi, et al.
Pubblicazione: (2025)

Learning to Hedge Swaptions
di: Ahmadi, Zaniar, et al.
Pubblicazione: (2025)

Quantum Network of Assets (QNA): A Density-Operator Framework for Market Dependence and Structural Risk Diagnostics
di: Gong, Hui, et al.
Pubblicazione: (2025)

Optimal insurance design with Lambda-Value-at-Risk
di: Boonen, Tim J., et al.
Pubblicazione: (2024)

Risk spillovers between the BRICS and the U.S. staple grain futures markets
di: Shao, Ying-Hui, et al.
Pubblicazione: (2024)

A State-Dependent Dual Risk Model
di: Zhu, Lingjiong
Pubblicazione: (2015)

Taming Tail Risk in Financial Markets: Conformal Risk Control for Nonstationary Portfolio VaR
di: Schmitt, Marc
Pubblicazione: (2026)

Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification
di: Geng, Bingzhen, et al.
Pubblicazione: (2024)

Application of Natural Language Processing in Financial Risk Detection
di: Wang, Liyang, et al.
Pubblicazione: (2024)

Disaster Risk Financing through Taxation: A Framework for Regional Participation in Collective Risk-Sharing
di: Niakh, Fallou, et al.
Pubblicazione: (2025)

The Estimation Risk in Extreme Systemic Risk Forecasts
di: Hoga, Yannick
Pubblicazione: (2023)

A high-frequency approach to Realized Risk Measures
di: Gatta, Federico, et al.
Pubblicazione: (2025)