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PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES - MaRDI portal

PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES (Q5152544)

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scientific article; zbMATH DE number 7400638
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English
PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES
scientific article; zbMATH DE number 7400638

    Statements

    title
    PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES (English)
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    author
    Arne Freimann
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    publication date
    24 September 2021
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    zbMATH Keywords
    longevity risk
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    longevity derivatives
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    stochastic mortality
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    mortality trend processes
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    cites work

    Identifiers

    Mathematics Subject Classification ID
    91G05
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    91G30
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    62P10
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    zbMATH DE Number
    7400638
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    OpenAlex ID
    W3133555372
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    DOI
    10.1017/ASB.2021.5
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