Pricing standardized mortality securitizations : a two-population model with transitory jump effects
Rui Zhou; Johnny Siu-Hang Li; Ken Seng Tan
| Year of publication: |
2013
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|---|---|
| Authors: | Zhou, Rui ; Li, Johnny Siu-hang ; Ken Seng Tan |
| 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, 3, p. 733-774
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| Subject: | Sterblichkeit | Mortality | Bevölkerungsentwicklung | Demographic development | Männer | Men | Insurance-Linked Securities | Insurance-linked securities | Prognoseverfahren | Forecasting model | Finnland | Finland | Schweden | Sweden | 1900-2020 |
| 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://ebvufind01.dmz1.zbw.eu/10010127205