Canonical valuation of mortality-linked securities
Year of publication: |
2011
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Authors: | Li, Johnny Siu-hang ; Ng, Andrew Cheuk-yin |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 78.2011, 4, p. 853-884
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Subject: | Sterblichkeit | Mortality | Prognose | Forecast | Risikomodell | Risk model | Derivat | Derivative | Großbritannien | United Kingdom | 2010-2030 |
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