Modeling longevity risk transfers as Nash bargaining problems : methodology and insights
Rui Zhou, Johnny Siu-Hang Li, Ken Seng Tan
| Year of publication: |
December 2015
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|---|---|
| Authors: | Zhou, Rui ; Li, Johnny Siu-Hang ; Ken Seng Tan |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 51.2015, p. 460-472
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| Subject: | Longevity risk | Securitization | Pricing | Pareto optimality | Nash's bargaining solution | Sterblichkeit | Mortality | Nash-Gleichgewicht | Nash equilibrium | Verhandlungstheorie | Bargaining theory | Risikomodell | Risk model | Verbriefung | Pareto-Optimum | Pareto efficiency | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.08.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011476126