Socioeconomic differentials in mortality : implications on index-based longevity hedges
Pintao Lyu, Johnny Siu-Hang Li and Kenneth Q. Zhou
| Year of publication: |
2023
|
|---|---|
| Authors: | Lyu, Pintao ; Li, Johnny Siu-Hang ; Zhou, Kenneth Q. |
| Subject: | delta hedging | S-forward | Socioeconomic differentials in mortality improvement | the Li-Lee model | the three-way Lee-Carter model | Sterblichkeit | Mortality | Hedging | Sozialer Status | Social status | Theorie | Theory | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2022.2104131 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014336393