Market Price of Longevity Risk for a Multi‐Cohort Mortality Model With Application to Longevity Bond Option Pricing
| Year of publication: |
2019
|
|---|---|
| Authors: | Xu, Yajing ; Sherris, Michael ; Ziveyi, Jonathan |
| Published in: |
Journal of Risk and Insurance. - Wiley, ISSN 1539-6975, ZDB-ID 2066637-8. - Vol. 87.2019, 3 (22.01.), p. 571-595
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jori.12273 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012094573