Pricing of longevity derivatives and cost of capital
Year of publication: |
2019
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Authors: | Zeddouk, Fadoua ; Devolder, Pierre |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 7.2019, 2/41, p. 1-29
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Subject: | stochastic longevity risk | S-forward | S-swap | solvency capital requirement | Sterblichkeit | Mortality | Lebensversicherung | Life insurance | Kapitalkosten | Cost of capital | Risikomodell | Risk model | Derivat | Derivative | EU-Versicherungsrecht | European insurance law | Kapitalbedarf | Capital requirements |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7020041 [DOI] hdl:10419/257879 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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