Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233): Difference between revisions
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Revision as of 22:55, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing longevity risk with the parametric bootstrap: a maximum entropy approach |
scientific article |
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Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (English)
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10 February 2012
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canonical valuation
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cohort effects
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mortality-linked securities
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Cairns-Blake-Dowd model
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Lee-Carter model
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