On the pricing of longevity-linked securities
type: Item
instance of: scholarly article
title: On the pricing of longevity-linked securities
zbMATH Open document ID: 1231.91142
author: Matthias Börger
author: Jochen Ruß
author: Daniel Bauer
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6004680
zbMATH Keywords: longevity risk
zbMATH Keywords: stochastic mortality
zbMATH Keywords: longevity derivatives
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2009.06.005
OpenAlex ID: W2172272462
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DOI: 10.1016/J.INSMATHECO.2009.06.005
description: scientific article; zbMATH DE number 6004680