PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES (Q5152544)

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scientific article; zbMATH DE number 7400638
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PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES
scientific article; zbMATH DE number 7400638

    Statements

    PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES (English)
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    24 September 2021
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    longevity risk
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    longevity derivatives
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    stochastic mortality
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    mortality trend processes
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