THE PRICING OF MORTALITY-LINKED CONTINGENT CLAIMS: AN EQUILIBRIUM APPROACH (Q5398346): Difference between revisions

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Property / author: Jeffrey Tzuhao Tsai / rank
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Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
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Property / cites work: Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities / rank
 
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Property / cites work: Q4315010 / rank
 
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Property / cites work: SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION / rank
 
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Property / cites work: A Universal Framework for Pricing Financial and Insurance Risks / rank
 
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Latest revision as of 10:25, 7 July 2024

scientific article; zbMATH DE number 6262172
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English
THE PRICING OF MORTALITY-LINKED CONTINGENT CLAIMS: AN EQUILIBRIUM APPROACH
scientific article; zbMATH DE number 6262172

    Statements

    THE PRICING OF MORTALITY-LINKED CONTINGENT CLAIMS: AN EQUILIBRIUM APPROACH (English)
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    27 February 2014
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    longevity risk
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    mortality-linked security valuation
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    transform normal distribution
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