THE PRICING OF MORTALITY-LINKED CONTINGENT CLAIMS: AN EQUILIBRIUM APPROACH (Q5398346)
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scientific article; zbMATH DE number 6262172
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE PRICING OF MORTALITY-LINKED CONTINGENT CLAIMS: AN EQUILIBRIUM APPROACH |
scientific article; zbMATH DE number 6262172 |
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THE PRICING OF MORTALITY-LINKED CONTINGENT CLAIMS: AN EQUILIBRIUM APPROACH (English)
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27 February 2014
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longevity risk
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mortality-linked security valuation
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transform normal distribution
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