Pricing longevity bonds under a credibility framework with limited available data
Year of publication: |
2022
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Authors: | Bozikas, Apostolos ; Badounas, Ioannis ; Pitselis, Georgios |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 5, Art.-No. 96, p. 1-15
|
Subject: | credibility mortality modeling | longevity risk | longevity bond | Greece | Sterblichkeit | Mortality | Griechenland | Glaubwürdigkeit | Credibility | Risikomodell | Risk model | Anleihe | Bond | Versicherungsmathematik | Actuarial mathematics |
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