Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Mortality-dependent financial risk measures - MaRDI portal

Mortality-dependent financial risk measures (Q2499824)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Mortality-dependent financial risk measures
scientific article

    Statements

    title
    Mortality-dependent financial risk measures (English)
    0 references
    author
    Kevin Dowd
    0 references
    Andrew J. G. Cairns
    0 references
    David Blake
    0 references
    publication date
    14 August 2006
    0 references
    zbMATH Keywords
    mortality risk
    0 references
    longevity bonds
    0 references
    value-at-risk
    0 references
    coherent risk measures
    0 references
    spectral risk measures
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B30
    0 references
    91B82
    0 references
    91B28
    0 references
    62P05
    0 references
    zbMATH DE Number
    5046106
    0 references
    OpenAlex ID
    W2097529072
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2499824&oldid=34885750"
    Powered by MediaWiki