Longevity bond premiums: The extreme value approach and risk cubic pricing-Reference-Cited by-同舟云学术

Longevity bond premiums: The extreme value approach and risk cubic pricing

Published:2010-02 Issue:1 Volume:46 Page:150-161
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Chen Hua,Cummins J. David

Publisher

Elsevier BV

Subject

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

Reference58 articles.

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5. Affine processes for dynamic mortality and actuarial valuations;Biffis;Insurance: Mathematics and Economics,2005

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