Pricing<i>q</i>-forward contracts: an evaluation of estimation window and pricing method under different mortality models (Q4576962)
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scientific article; zbMATH DE number 6901747
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing<i>q</i>-forward contracts: an evaluation of estimation window and pricing method under different mortality models |
scientific article; zbMATH DE number 6901747 |
Statements
Pricing<i>q</i>-forward contracts: an evaluation of estimation window and pricing method under different mortality models (English)
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11 July 2018
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longevity risk
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\(q\)-forward
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model uncertainty
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estimation window
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pricing method
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