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Search: subject:"S-forward"
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S-forward
4
Mortality
3
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2
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Betriebliche Liquidität
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Derivat
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delta hedging
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Devolder, Pierre
2
Zeddouk, Fadoua
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Astin bulletin : the journal of the International Actuarial Association
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1
Socioeconomic differentials in mortality : implications on index-based longevity hedges
Lyu, Pintao
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
- In:
Scandinavian actuarial journal
2023
(
2023
)
4
,
pp. 359-387
Persistent link: https://www.econbiz.de/10014336393
Saved in:
2
Pricing of longevity derivatives and cost of capital
Zeddouk, Fadoua
;
Devolder, Pierre
- In:
Risks
7
(
2019
)
2
,
pp. 1-29
assessment is based on a one year time horizon). The price of longevity risk is determined for a
S-forward
and a S-swap but can …
Persistent link: https://www.econbiz.de/10013200459
Saved in:
3
Pricing of longevity derivatives and cost of capital
Zeddouk, Fadoua
;
Devolder, Pierre
- In:
Risks : open access journal
7
(
2019
)
2/41
,
pp. 1-29
assessment is based on a one year time horizon). The price of longevity risk is determined for a
S-forward
and a S-swap but can …
Persistent link: https://www.econbiz.de/10012019297
Saved in:
4
Modelling mortality dependence with regime-switching copulas
Rui, Zhou
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 373-407
Persistent link: https://www.econbiz.de/10012056596
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