A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions (Q659201)
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scientific article; zbMATH DE number 6004682
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions |
scientific article; zbMATH DE number 6004682 |
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A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions (English)
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10 February 2012
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Bayesian approach
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pricing longevity risk
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maximum entropy principle
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risk-neutral predictive distribution
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japanese mortality rates
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