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Optimal Longevity Risk Transfer and Investment Strategies - MaRDI portal

Optimal Longevity Risk Transfer and Investment Strategies (Q4987089)

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scientific article; zbMATH DE number 7341014
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English
Optimal Longevity Risk Transfer and Investment Strategies
scientific article; zbMATH DE number 7341014

    Statements

    title
    Optimal Longevity Risk Transfer and Investment Strategies (English)
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    author
    Yijia Lin
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    Sheen Liu
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    S. H. jun. Cox
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    publication date
    28 April 2021
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    zbMATH Keywords
    longevity risk
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    pension schemes
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    reinsurance
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    longevity securities
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    Identifiers

    zbMATH DE Number
    7341014
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    OpenAlex ID
    W2753306787
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