Securitization of catastrophe mortality risks

DOI10.1016/j.insmatheco.2007.06.005zbMath1152.91593OpenAlexW3122997281MaRDI QIDQ998277

Yijia Lin, S. H. jun. Cox

Publication date: 28 January 2009

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

Full work available at URL: https://digitalcommons.unl.edu/cgi/viewcontent.cgi?article=1011&context=financefacpub

Mathematics Subject Classification ID

Related Items (34)

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Cites Work

• Modeling and Forecasting U.S. Mortality
• Mortality derivatives and the option to annuitise.
• Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
• Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
• A Universal Framework for Pricing Financial and Insurance Risks
• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
• An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data

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