Incorporating longevity risk and medical information into life settlement pricing
Year of publication: |
2013
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Authors: | Brockett, Patrick L. ; Chuang, Shuo-li ; Deng, Yinglu ; MacMinn, Richard D. |
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. 80.2013, 3, p. 799-825
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Subject: | Sterblichkeit | Mortality | Risikomodell | Risk model | Prognoseverfahren | Forecasting model | Verbriefung | Securitization | Lebensversicherung | Life insurance | 1900-2020 |
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