Modelling longevity bonds: analysing the Swiss Re Kortis bond
From MaRDI portal
Publication:492630
DOI10.1016/j.insmatheco.2015.03.017zbMath1348.91150OpenAlexW1968865178MaRDI QIDQ492630
Publication date: 20 August 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://openaccess.city.ac.uk/id/eprint/11958/36/wp1504.pdf
Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)
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