Longevity risk and capital markets: the 2015--16 update (Q1697233)

scientific article; zbMATH DE number 6839375

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English	Longevity risk and capital markets: the 2015--16 update	scientific article; zbMATH DE number 6839375

Statements

instance of

scholarly article

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title

Longevity risk and capital markets: the 2015--16 update (English)

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published in

Insurance Mathematics \& Economics

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publication date

15 February 2018

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zbMATH Keywords

longevity risk

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capital markets

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buy-outs

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buy-ins

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longevity swaps

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stochastic mortality models

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.insmatheco.2017.10.002

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Identifiers

zbMATH Open document ID

1384.00062

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Mathematics Subject Classification ID

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10.1016/J.INSMATHECO.2017.10.002

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Sitelinks

Mathematics(1 entry)

mardi Publication:1697233