On systematic mortality risk and risk-minimization with survivor swaps (Q3077715): Difference between revisions
From MaRDI portal
Latest revision as of 20:00, 3 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On systematic mortality risk and risk-minimization with survivor swaps |
scientific article |
Statements
On systematic mortality risk and risk-minimization with survivor swaps (English)
0 references
22 February 2011
0 references
stochastic mortality
0 references
affine mortality structure
0 references
risk-minimization
0 references
survivor swap
0 references
0 references