On the pricing of longevity-linked securities

Insurance: Mathematics and Economics

Volumn 46, Issue 1, 2010, Pages 139-149

  Bauer, Daniel ^a   Börger, Matthias ^b,c   Ruß, Jochen ^c  

^a GEORGIA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF ULM   (Germany)

^c Institute for Finance and Actuarial Science (ifa)   (Germany)

Author keywords

Longevity derivatives; Longevity risk; Stochastic mortality

Indexed keywords

EID: 74249122746     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2009.06.005     Document Type: Article

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