Securitizing and tranching longevity exposures
type: Item
instance of: scholarly article
title: Securitizing and tranching longevity exposures
zbMATH Open document ID: 1231.91144
author: Enrico Biffis
author: David Blake
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B44
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6004684
zbMATH Keywords: longevity risk
zbMATH Keywords: asymmetric information
zbMATH Keywords: security design
zbMATH Keywords: pooling
zbMATH Keywords: tranching
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2009.06.007
OpenAlex ID: W1969679982
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DOI: 10.1016/J.INSMATHECO.2009.06.007
description: scientific article; zbMATH DE number 6004684