Price bounds of mortality-linked security in incomplete insurance market
Yu-Lieh Huang; Jeffrey Tzuhao Tsai; Sharon S. Yang; Hung-Wen Cheng
| Year of publication: |
2014
|
|---|---|
| Authors: | Huang, Yu-lieh ; Tsai, Jeffrey Tzuhao ; Yang, Sharon S. ; Cheng, Hung-wen |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 30-39
|
| Subject: | Incomplete market pricing | Mortality risk | Mortality bond valuation | Mortality-linked security | Sterblichkeit | Mortality | Unvollkommener Markt | Incomplete market | Risikomodell | Risk model | Theorie | Theory | Lebensversicherung | Life insurance | Derivat | Derivative | Risiko | Risk | Versicherungsmarkt | Insurance market | CAPM | Risikoprämie | Risk premium |
| 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/10010366219