Statistical emulators for pricing and hedging longevity risk products (Q320257)
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scientific article; zbMATH DE number 6633915
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| English | Statistical emulators for pricing and hedging longevity risk products |
scientific article; zbMATH DE number 6633915 |
Statements
Statistical emulators for pricing and hedging longevity risk products (English)
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6 October 2016
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statistical emulation
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longevity risk
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life annuities
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valuation of mortality-contingent claims
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kriging
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Gaussian processes
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0.8719084
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0.8695953
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0.8645665
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0.8565663
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0.8527207
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0.8495882
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0.84694576
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0.84451693
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0.8409507
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