Market pricing of longevity-linked securities
Sixian Tang and Jackie Li
| Year of publication: |
2021
|
|---|---|
| Authors: | Tang, Sixian ; Li, Jackie |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2021.2021, 5, p. 408-436
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| Subject: | longevity risk | longevity-linked securities | model uncertainty | Premium principles | Sterblichkeit | Mortality | Risiko | Risk | Risikoprämie | Risk premium | Risikomodell | Risk model | Wertpapier | Securities | CAPM | Theorie | Theory | Versicherungsbeitrag | Insurance premium | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2020.1852105 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012588320