Pricing survivor derivatives with cohort mortality dependence under the Lee-Carter framework
Chou-Wen Wang; Sharon S. Yang
| Year of publication: |
2013
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|---|---|
| Authors: | Wang, Chou-wen ; Yang, Sharon S. |
| 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. 1027-1056
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| Subject: | Ronald Demos Lee | Lawrence R. Carter | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Risikoaversion | Risk aversion | Insurance-Linked Securities | Insurance-linked securities | Stochastischer Prozess | Stochastic process | Wissenschaftliche Methode | Scientific method |
| 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/10010235570