Redistribution of longevity risk: the effect of heterogeneous mortality beliefs

DOI10.1016/j.insmatheco.2016.11.004zbMath1394.91190MaRDI QIDQ506085

Tim J. Boonen, Anja De Waegenaere, Henk Norde

Publication date: 31 January 2017

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://dare.uva.nl/personal/pure/en/publications/redistribution-of-longevity-risk-the-effect-of-heterogeneous-mortality-beliefs(3c226c94-c3bc-4743-aacb-57f03ce4b7eb).html

zbMATH Keywords

Nash bargaining; heterogeneous beliefs; longevity risk; natural hedge potential; risk redistribution

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

Related Items

On optimal reinsurance treaties in cooperative game under heterogeneous beliefs

Uses Software

• LifeMetrics

Cites Work

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