Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools

DOI10.1080/10920277.2019.1653201zbMath1466.91263OpenAlexW3003859266MaRDI QIDQ4987093

Ming-hua Hsieh, Jennifer L. Wang, Chenghsien Jason Tsai

Publication date: 28 April 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2019.1653201

zbMATH Keywords

mortality riskmortality-linked securityaggregate mortality risk

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items

Longevity risk and capital markets: the 2019--20 update

Cites Work

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