Longevity Bond Premiums : The Extreme Value Approach and Risk Cubic Pricing
Year of publication: |
2014
|
---|---|
Authors: | Chen, Hua |
Other Persons: | Cummins, J David (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Risikoprämie | Risk premium | Sterblichkeit | Mortality | Risiko | Risk | Ausreißer | Outliers | Anleihe | Bond |
Extent: | 1 Online-Ressource (41 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Insurance: Mathematics and Economics, Vol. 46, No. 1, 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1, 2009 erstellt |
Classification: | G12 - Asset Pricing ; G22 - Insurance; Insurance Companies |
Source: | ECONIS - Online Catalogue of the ZBW |
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