Collective longevity swap : a novel longevity risk transfer solution and its economic pricing
An Chen, Hong Li, Mark Schultze
Year of publication: |
2022
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Authors: | Chen, An ; Li, Hong ; Schultze, Mark |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 201.2022, p. 227-249
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Subject: | Collective longevity swap | Economic pricing | Principal-Agent-Model | Longevity risk transfer | Sterblichkeit | Mortality | Swap | Risikomodell | Risk model | Risikomanagement | Risk management | Lebensversicherung | Life insurance |
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