In the core of longevity risk: hidden dependence in stochastic mortality models and cut‐offs in prices of longevity swaps

Stéphane Loisel

Post-Print from HAL

Date: 2008-07-16
References: Add references at CitEc
Citations:

Published in 12th Conference in Insurance: Mathematics & Economics (IME 2008), Jul 2008, Dalian, China

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps (2007)
Working Paper: In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps (2007)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00397260

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().