Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630)

From MaRDI portal
Revision as of 20:20, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Modelling longevity bonds: analysing the Swiss Re Kortis bond
scientific article

    Statements

    title
    Modelling longevity bonds: analysing the Swiss Re Kortis bond (English)
    0 references
    author
    Andrew Hunt
    0 references
    David Blake
    0 references
    publication date
    20 August 2015
    0 references
    zbMATH Keywords
    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

    Identifiers

    Mathematics Subject Classification ID
    91B30
    0 references
    62P05
    0 references
    91D20
    0 references
    zbMATH DE Number
    6474314
    0 references
    OpenAlex ID
    W1968865178
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q492630&oldid=31732988"
    Powered by MediaWiki