Economic pricing of mortality-linked securities : a tâtonnement approach
Year of publication: |
2015
|
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Authors: | Zhou, Rui ; Li, Johnny Siu-Hang ; Tan, Ken Seng |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 82.2015, 1, p. 65-95
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Subject: | Sterblichkeit | Mortality | Risikomodell | Risk model | Risikoaversion | Risk aversion | Versicherungsbeitrag | Insurance premium | Allgemeines Gleichgewicht | General equilibrium | USA | United States |
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