Risk-sharing rules for mortality pooling products with stochastic and correlated mortality rates
Yuxin Zhou, Len Patrick Garces, Yang Shen, Michael Sherris, and Jonathan Ziveyi
| Year of publication: |
[2024]
|
|---|---|
| Authors: | Zhou, Yuxin ; Garces, Len Patrick ; Shen, Yang ; Sherris, Michael ; Ziveyi, Jonathan |
| Publisher: |
[Kensington, NSW] : CEPAR, ARC Centre of Excellence in Population Ageing Research |
| Subject: | Risk-sharing rule | mortality pooling product | stochastic mortality rate | correlated mortality rate | Sterblichkeit | Mortality | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risiko | Risk |
freely available
| Extent: | 1 Online-Ressource (circa 33 Seiten) Illustrationen |
|---|---|
| Series: | Working paper. - Kensington, NSW : CEPAR, ARC Centre of Excellence in Population Ageing Research, ZDB-ID 2845546-0. - Vol. 2024, 26 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015394242