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Search: subject:"survivor swaps"
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Uncertainty in pricing and risk measurement of survivor contracts
So, Kenrick Raymond
;
Cruz, Stephanie Claire
;
Marcella, …
- In:
Risks : open access journal
13
(
2025
)
2
,
pp. 1-25
survivor
swaps
(S-swaps). We analyze how the mortality model and premium principle assumptions affect pricing and risk measures …
Persistent link: https://www.econbiz.de/10015334597
Saved in:
2
Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products : The Effect of Investment Risk
De Waegenaere, Anja
;
Melenberg, Bertrand
;
Stevens, R.S.P.
-
Tilburg University, Center for Economic Research
-
2011
benefits or from investing in
survivor
swaps
. The effect of financial risk on these hedge effects is typically ignored. The aim … of
survivor
swaps
. …
Persistent link: https://www.econbiz.de/10011091822
Saved in:
3
Modeling multi-country mortality dependence and its application in pricing survivor index swaps : a dynamic copula approach
Wang, Chou-Wen
;
Yang, Sharon S.
;
Huang, Hong-Chih
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 30-39
Persistent link: https://www.econbiz.de/10011349859
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