Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.INSMATHECO.2015.03.017 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.INSMATHECO.2015.03.017 / rank | |||
Normal rank | |||
Latest revision as of 19:17, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling longevity bonds: analysing the Swiss Re Kortis bond |
scientific article |
Statements
Modelling longevity bonds: analysing the Swiss Re Kortis bond (English)
0 references
20 August 2015
0 references
mortality modelling
0 references
age/period/cohort models
0 references
general procedure
0 references
cointegration
0 references
cohort effects
0 references
Kortis bond
0 references
0 references
0 references
0 references
0 references
