Collective longevity swap: A novel longevity risk transfer solution and its economic pricing

Erstveröffentlichung

2022

Authors

Chen, An

Li, Hong

Schultze, Mark

Wissenschaftlicher Artikel

Published in

Journal of Economic Behavior & Organization ; 201 (2022). - S. 227-249. - ISSN 0167-2681. - eISSN 1879-1751

Link to publication

https://dx.doi.org/10.1016/j.jebo.2022.07.023

Faculties

Fakultät für Mathematik und Wirtschaftswissenschaften

Institutions

Institut für Versicherungswissenschaften

Subject headings

[Free subject headings]: Collective longevity swap | Economic pricing | Principal-Agent-Model | Longevity risk transfer | MEAN-VARIANCE | CAPITAL-MARKETS | LIFE-INSURANCE | MORTALITY | UTILITY | PREFERENCES | SECURITIES | FRAMEWORK | SELECTION
[DDC subject group]: DDC 330 / Economics

Metadata

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