Economic pricing of mortality-linked securities in the presence of population basis risk
Rui Zhou, Johnny Siu-Hang Li and Ken Seng Tan
| Year of publication: |
2011
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|---|---|
| Authors: | Zhou, Rui ; Li, Johnny Siu-hang ; Ken Seng Tan |
| Published in: |
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association. - Basingstoke : Palgrave Macmillan, ISSN 1018-5895, ZDB-ID 196109-3. - Vol. 36.2011, 4, p. 544-566
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| Subject: | longevity bonds | age-period-cohort models | tâtonnement | Sterblichkeit | Mortality | Risikomodell | Risk model | Theorie | Theory | Risiko | Risk | Anleihe | Bond | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009503510