Modelling longevity bonds : analysing the Swiss Re Kortis bond
Year of publication: |
2015
|
---|---|
Authors: | Hunt, Andrew ; Blake, David |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 63.2015, p. 12-29
|
Subject: | Mortality modelling | Age/period/cohort models | General procedure | Cointegration | Cohort effects | Kortis bond | Sterblichkeit | Mortality | Schweiz | Switzerland | Anleihe | Bond | Kointegration | Öffentliche Anleihe | Public bond | Theorie | Theory | Schätzung | Estimation | Kohortenanalyse | Cohort analysis |
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