A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions (Q659201)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions |
scientific article |
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
