Using life extension-duration and life extension-convexity to value senior life settlement contracts
Charles A. Stone; Anne Zissu
| Year of publication: |
2009
|
|---|---|
| Authors: | Stone, Charles A. ; Zissu, Anne-Marie |
| Published in: |
Life markets : trading mortality and longevity risk with life settlements and linked securities. - Hoboken, NJ : John Wiley & Sons, ISBN 978-0-470-41234-3. - 2009, p. 109-134
|
| Subject: | Lebensversicherung | Life insurance | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003884741