Mortality-dependent financial risk measures (Q2499824)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mortality-dependent financial risk measures |
scientific article |
Statements
Mortality-dependent financial risk measures (English)
0 references
14 August 2006
0 references
mortality risk
0 references
longevity bonds
0 references
value-at-risk
0 references
coherent risk measures
0 references
spectral risk measures
0 references
