Understanding, modelling and managing longevity risk: key issues and main challenges-Reference-Cited by-同舟云学术

Understanding, modelling and managing longevity risk: key issues and main challenges

Published:2012-09 Issue:3 Volume:2012 Page:203-231
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Barrieu Pauline,Bensusan Harry,El Karoui Nicole,Hillairet Caroline,Loisel Stéphane,Ravanelli Claudia,Salhi Yahia

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/03461238.2010.511034

Reference45 articles.

1. On the pricing of longevity-linked securities

2. Bensusan , H. & El Karoui , N. 2010 . Microscopic modelling of population dynamic: an analysis of longevity risk . Working Paper. Available online at:http://www.cmap.polytechnique.fr/~bensusan

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