Cohort and value-based multi-country longevity risk management (Q5123192)
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scientific article; zbMATH DE number 7251980
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cohort and value-based multi-country longevity risk management |
scientific article; zbMATH DE number 7251980 |
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Cohort and value-based multi-country longevity risk management (English)
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28 September 2020
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value-based longevity indexes
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multi-country mortality model
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arbitrage-free Nelson-Siegel model
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basis risk
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graphical risk metric
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