Longevity modelling and pricing under a dependent multi-cohort framework
Year of publication: |
2020
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Authors: | Zeddouk, Fadoua ; Devolder, Pierre |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 8.2020, 4/121, p. 1-23
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Subject: | multi-cohort | longevity hedging | survival forward | Cost of Capital | Theorie | Theory | Sterblichkeit | Mortality | Hedging | Kapitalkosten | Cost of capital |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks8040121 [DOI] hdl:10419/258074 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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