Pricing longevity-linked derivatives using a stochastic mortality model (Q5077955)
From MaRDI portal
!
WARNING
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 7529899
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing longevity-linked derivatives using a stochastic mortality model |
scientific article; zbMATH DE number 7529899 |
Statements
Pricing longevity-linked derivatives using a stochastic mortality model (English)
0 references
20 May 2022
0 references
mortality rates
0 references
2-factor MBMM model
0 references
normal inverse Gaussian distribution
0 references
longevity-linked derivatives
0 references
0 references
