Securitization, structuring and pricing of longevity risk
type: Item
instance of: scholarly article
title: Securitization, structuring and pricing of longevity risk
zbMATH Open document ID: 1231.91251
author: Samuel Wills
author: Michael Sherris
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: 6004683
zbMATH Keywords: longevity risk
zbMATH Keywords: securitization
describes a project that uses: LifeMetrics
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2009.09.014
OpenAlex ID: W3123606188
cites work: The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case
cites work: Affine processes for dynamic mortality and actuarial valuations
cites work: Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
cites work: Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
cites work: Q4794126
cites work: Modeling and Forecasting U.S. Mortality
cites work: A Universal Framework for Pricing Financial and Insurance Risks
DOI: 10.1016/J.INSMATHECO.2009.09.014
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description: scientific article; zbMATH DE number 6004683