Longevity bond premiums: the extreme value approach and risk cubic pricing (Q659198)
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scientific article; zbMATH DE number 6004681
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Longevity bond premiums: the extreme value approach and risk cubic pricing |
scientific article; zbMATH DE number 6004681 |
Statements
Longevity bond premiums: the extreme value approach and risk cubic pricing (English)
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10 February 2012
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securitization
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longevity risk
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extreme value theory
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bond spreads
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0.8125123381614685
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0.7937161922454834
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0.7864488959312439
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0.7861917614936829
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0.7861818075180054
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