Market pricing of longevity-linked securities

DOI10.1080/03461238.2020.1852105zbMath1472.91041OpenAlexW3110407183MaRDI QIDQ5003359

Jackie Li, Sixian Tang

Publication date: 21 July 2021

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2020.1852105

zbMATH Keywords

model uncertaintylongevity riskpremium principleslongevity-linked securities

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

Related Items (1)

Dispersion modelling of mortality for both sexes with Tweedie distributions

Cites Work

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