Pricing longevity-linked derivatives using a stochastic mortality model (Q5077955)
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scientific article; zbMATH DE number 7529899
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing longevity-linked derivatives using a stochastic mortality model |
scientific article; zbMATH DE number 7529899 |
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Pricing longevity-linked derivatives using a stochastic mortality model (English)
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20 May 2022
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mortality rates
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2-factor MBMM model
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normal inverse Gaussian distribution
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longevity-linked derivatives
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