Securitization of longevity risk: Pricing survivor bonds with Wang transform in the Lee-Carter framework

Journal of Risk and Insurance

Volumn 74, Issue 1, 2007, Pages 87-113

  Denuit, Michel ^a   Devolder, Pierre ^a   Goderniaux, Anne Cécile ^b  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b Haute Ecole Blaise Pascal   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33847632968     PISSN: 00224367     EISSN: 15396975     Source Type: Journal    
DOI: 10.1111/j.1539-6975.2007.00203.x     Document Type: Review

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