Pricing longevity-linked securities in the presence of mortality trend changes (Q5152544)
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scientific article; zbMATH DE number 7400638
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | 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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0.834826648235321
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0.8279380798339844
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0.823403000831604
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0.8030586838722229
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0.8024033904075623
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