Pricing mortality securities with correlated mortality indexes
Yijia Lin; Sheen Liu; Jifeng Yu
| Year of publication: |
2013
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|---|---|
| Authors: | Lin, Yijia ; Liu, Sheen ; Yu, Jifeng |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 80.2013, 4, p. 921-948
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| Subject: | Sterblichkeit | Mortality | Index | Index number | Korrelation | Correlation | Insurance-Linked Securities | Insurance-linked securities | CAPM | Stochastischer Prozess | Stochastic process | Lebensversicherung | Life insurance | Welt | World | 1900-2005 |
| 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/10010235582