Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512): Difference between revisions
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Revision as of 05:21, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and securitization of multi-country longevity risk with mortality dependence |
scientific article |
Statements
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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