Longevity risk and survivor derivative pricing
Year of publication: |
2013
|
---|---|
Authors: | Dawson, Paul ; Lin, Hai ; Liu, Yangshu |
Published in: |
The Journal of Risk Finance. - Emerald Group Publishing Limited, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 14.2013, 2, p. 140-158
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Insurance companies | Life insurance | Risk finance | Modelling | Survival rate | Survivor derivatives | Gamma distribution |
-
Longevity risk and survivor derivative pricing
Dawson, Paul, (2013)
-
Modeling partial Greeks of variable annuities with dependence
Gan, Guojun, (2017)
-
The role of insurance companies in Albanian economy
Madani, Filloreta, (2013)
- More ...
-
Longevity risk and survivor derivative pricing
Dawson, Paul, (2013)
-
Longevity risk and survivor derivative pricing
Dawson, Paul, (2013)
-
Bid and ask prices of index put options : Which predicts the underlying stock returns?
Chen, Jian, (2020)
- More ...