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Economic pricing of mortality-linked securities in the presence of population basis risk
Zhou, Rui; Li, Johnny Siu-hang; Tan, Ken Seng - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 544-566
Persistent link: https://www.econbiz.de/10009503510
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Towards a large and liquid longevity market : a graphical population basis risk metric
Chan, Wai-Sum; Li, Johnny Siu-Hang; Zhou, Kenneth Q.; … - In: The Geneva papers on risk and insurance - issues and … 41 (2016) 1, pp. 118-127
Persistent link: https://www.econbiz.de/10011657562