Assessing the cost of capital for longevity risk (Q931189)

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Assessing the cost of capital for longevity risk
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    title
    Assessing the cost of capital for longevity risk (English)
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    author
    Annamaria Olivieri
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    Ermanno Pitacco
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    publication date
    25 June 2008
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    zbMATH DE Number
    5292540
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    zbMATH Keywords
    risk reward
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    embedded value
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    market-consistent valuation
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    risk-neutral setting
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    life annuities
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