Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.10.004 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1967830956 / rank | |||
Normal rank |
Revision as of 21:33, 19 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