A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions (Q659201)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions |
scientific article; zbMATH DE number 6004682
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions |
scientific article; zbMATH DE number 6004682 |
Statements
A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions (English)
0 references
10 February 2012
0 references
Bayesian approach
0 references
pricing longevity risk
0 references
maximum entropy principle
0 references
risk-neutral predictive distribution
0 references
japanese mortality rates
0 references
0 references
0 references
0.7971410155296326
0 references
0.7948082685470581
0 references
0.7938854098320007
0 references
0.7803499102592468
0 references
0.7608110308647156
0 references
