Longevity risk and capital markets : the 2015-16 update
Year of publication: |
January 2018
|
---|---|
Authors: | Blake, David ; El Karoui, Nicole ; Loisel, Stéphane ; MacMinn, Richard D. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 78.2018, p. 157-173
|
Subject: | Longevity risk | Capital markets | Buy-outs | Buy-ins | Longevity swaps | Stochastic mortality models | Sterblichkeit | Mortality | Finanzmarkt | Financial market | Risikomodell | Risk model | Lebensversicherung | Life insurance | Risiko | Risk | Großbritannien | United Kingdom |
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