Modeling and pricing longevity derivatives using Skellam distribution
Ko-Lun Kung, I-Chien Liu, Chou-Wen Wang
| Year of publication: |
2021
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|---|---|
| Authors: | Kung, Ko-Lun ; Liu, I-Chien ; Wang, Chou-Wen |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 99.2021, p. 341-354
|
| Subject: | Heavy tail | Longevity swaps | Mortality forecasting | Mortality modeling | Skellam distribution | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Theorie | Theory | Derivat | Derivative | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.04.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012649236