A comparative study of pricing approaches for longevity instruments
type: Item
instance of: scholarly article
title: A comparative study of pricing approaches for longevity instruments
zbMATH Open document ID: 1416.91200
author: Melvern Leung
author: Man Chung Fung
author: Colin O'Hare
published in: Insurance Mathematics \& Economics
publication date: 2018-10-19T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91-04
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6958593
zbMATH Keywords: longevity derivatives
zbMATH Keywords: incomplete market
zbMATH Keywords: state-space model
zbMATH Keywords: Bayesian inference
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: parameter uncertainty
describes a project that uses: StMoMo
describes a project that uses: BayesDA
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2018.06.010
OpenAlex ID: W2846575897
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DOI: 10.1016/J.INSMATHECO.2018.06.010
Wikidata QID: Q129583475
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