Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512): 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 08:12, 5 March 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)
0 references
3 April 2014
0 references
Lee-Carter model
0 references
mortality correlation
0 references
longevity bond
0 references
multivariate Wang transform
0 references
co-integration analysis
0 references
VECM model
0 references
