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