The pricing of hedging longevity risk the help of annuity securitizations : an application to the German market
Jonas Lorson and Joël Wagner
| Year of publication: |
2014
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|---|---|
| Authors: | Lorson, Jonas ; Wagner, Joël |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 15.2014, 4, p. 385-416
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| Subject: | Insurance pricing and hedging | Inverse survivor bond | Life securitization | Longevity risk | Percentile tranching | Sterblichkeit | Mortality | Hedging | Verbriefung | Securitization | Risikomodell | Risk model | Lebensversicherung | Life insurance | Deutschland | Germany | Optionspreistheorie | Option pricing theory | Anleihe | Bond | Risikomanagement | Risk management |
| 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/10010429743