Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:54, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing longevity risk with the parametric bootstrap: a maximum entropy approach |
scientific article |
Statements
Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (English)
0 references
10 February 2012
0 references
canonical valuation
0 references
cohort effects
0 references
mortality-linked securities
0 references
Cairns-Blake-Dowd model
0 references
Lee-Carter model
0 references