THE PRICING OF MORTALITY-LINKED CONTINGENT CLAIMS: AN EQUILIBRIUM APPROACH (Q5398346): Difference between revisions
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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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Latest revision as of 09:25, 7 July 2024
scientific article; zbMATH DE number 6262172
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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