A comparative study of pricing approaches for longevity instruments (Q1799642)
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scientific article; zbMATH DE number 6958593
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A comparative study of pricing approaches for longevity instruments |
scientific article; zbMATH DE number 6958593 |
Statements
A comparative study of pricing approaches for longevity instruments (English)
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19 October 2018
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longevity derivatives
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incomplete market
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state-space model
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Bayesian inference
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Markov chain Monte Carlo
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parameter uncertainty
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0.90700483
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0.8799715
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0.8794872
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0.8762368
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0.8671101
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0.8619463
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0.8504999
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0.8477047
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