Longevity risk and survivor derivative pricing
Paul Dawson; Hai Lin; Yangshu Liu
| Year of publication: |
2013
|
|---|---|
| Authors: | Dawson, Paul ; Lin, Hai ; Liu, Yangshu |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 14.2013, 2, p. 140-158
|
| Subject: | Lebensversicherung | Life insurance | Sterblichkeit | Mortality | Risikomodell | Risk model | Kapitalbedarf | Capital requirements | Derivat | Derivative |
| 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/10009723908