Modeling and pricing longevity derivatives using Skellam distribution (Q2038258)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling and pricing longevity derivatives using Skellam distribution |
scientific article |
Statements
Modeling and pricing longevity derivatives using Skellam distribution (English)
0 references
6 July 2021
0 references
mortality modeling
0 references
Skellam distribution
0 references
mortality forecasting
0 references
longevity swaps
0 references
heavy tail
0 references
0 references
0 references
0 references
0 references
0 references
