Longevity bond premiums: the extreme value approach and risk cubic pricing (Q659198)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Longevity bond premiums: the extreme value approach and risk cubic pricing |
scientific article |
Statements
Longevity bond premiums: the extreme value approach and risk cubic pricing (English)
0 references
10 February 2012
0 references
securitization
0 references
longevity risk
0 references
extreme value theory
0 references
bond spreads
0 references
0 references