Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630)
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scientific article; zbMATH DE number 6474314
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| English | Modelling longevity bonds: analysing the Swiss Re Kortis bond |
scientific article; zbMATH DE number 6474314 |
Statements
Modelling longevity bonds: analysing the Swiss Re Kortis bond (English)
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20 August 2015
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mortality modelling
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age/period/cohort models
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general procedure
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cointegration
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cohort effects
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Kortis bond
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0.85392183
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0.84860456
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0.83600235
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0.83476216
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0.81065965
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0.8095665
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0.80929464
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0.8089045
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