Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512): Difference between revisions

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Latest revision as of 14:05, 7 July 2024

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Pricing and securitization of multi-country longevity risk with mortality dependence
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    Pricing and securitization of multi-country longevity risk with mortality dependence (English)
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    3 April 2014
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    Lee-Carter model
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    mortality correlation
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    longevity bond
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    multivariate Wang transform
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    co-integration analysis
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    VECM model
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