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

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scientific article
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Modelling longevity bonds: analysing the Swiss Re Kortis bond
scientific article

    Statements

    title
    Modelling longevity bonds: analysing the Swiss Re Kortis bond (English)
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    author
    Andrew Hunt
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    David Blake
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    publication date
    20 August 2015
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    zbMATH Keywords
    mortality modelling
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    age/period/cohort models
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    general procedure
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    cointegration
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    cohort effects
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    Kortis bond
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    cites work
    Q3415188
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    62P05
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    91D20
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    zbMATH DE Number
    6474314
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    OpenAlex ID
    W1968865178
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