Securitization of longevity risk : survivor swap perspective
Xiaopeng Zou, Zihan Ye and Qiuzi Zhang
| Year of publication: |
2016
|
|---|---|
| Authors: | Zou, Xiaopeng ; Ye, Zihan ; Zhang, Qiuzi |
| Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 6.2016, 4, p. 322-341
|
| Subject: | Gompertz law | Longevity risk securitization | Mortality projection | Survivor swap | Two-factors Wang transformation | Sterblichkeit | Mortality | Verbriefung | Securitization | Swap | Risikomodell | Risk model | Lebensversicherung | Life insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/CFRI-06-2015-0092 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011722892