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  • Search: subject:"Mortality-linked securities"
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Estimation theory 1 Forecasting model 1 Hedging 1 Likelihood ratio method 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Mortality 1 Mortality-linked securities 1 Nested simulation 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Risikomanagement 1 Risk management 1 Schätztheorie 1 Simulation 1 Sterblichkeit 1 The Lee-Carter model 1 Value hedges 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Feng, Mingbin 1 Li, Johnny Siu-Hang 1 Zhou, Kenneth Q. 1
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Insurance / Mathematics & economics 1
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Green nested simulation via likelihood ratio : applications to longevity risk management
Feng, Mingbin; Li, Johnny Siu-Hang; Zhou, Kenneth Q. - In: Insurance / Mathematics & economics 106 (2022), pp. 285-301
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