The choice of trigger in an insurance linked security : the mortality risk case
Year of publication: |
January 2018
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Authors: | MacMinn, Richard D. ; Richter, Andreas |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 78.2018, p. 174-182
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Subject: | Alternative risk transfer | Insurance | Default risk | Mortality based security | Index trigger | Indemnity trigger | Sterblichkeit | Mortality | Risiko | Risk | Risikomanagement | Risk management | Verbriefung | Securitization | Risikomodell | Risk model | Rückversicherung | Reinsurance | Kreditrisiko | Credit risk | Theorie | Theory | Lebensversicherung | Life insurance |
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