Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration (Q2374128)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6663369
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration |
scientific article; zbMATH DE number 6663369 |
Statements
Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration (English)
0 references
14 December 2016
0 references
nonzero sum games
0 references
longevity security market
0 references
cointegration
0 references
relative performance
0 references
Nash equilibrium
0 references
demand of longevity bonds
0 references
0.7317365407943726
0 references
0.72651207447052
0 references
0.7151339054107666
0 references
0.7140982747077942
0 references
0.7121599316596985
0 references
