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

Erstveröffentlichung
2022Authors
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.2022.07.023Faculties
Fakultät für Mathematik und WirtschaftswissenschaftenInstitutions
Institut für VersicherungswissenschaftenSubject 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