Economic pricing of mortality-linked securities : a tâtonnement approach
Rui Zhou; Johnny Siu-Hang Li; Ken Seng Tan
| Year of publication: |
2015
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|---|---|
| Authors: | Zhou, Rui ; Li, Johnny Siu-Hang ; Ken Seng Tan |
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011392967