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題名 Longevity risk and capital markets: The 2015–16 update
作者 Blake, David
Karoui, Nicole El
Loisel, Stéphane
MacMinn, Richard
貢獻者 風管系
關鍵詞 Longevity risk; Capital markets; Buy-outs; Buy-ins; Longevity swaps; Stochastic mortality models
日期 2018-01
上傳時間 24-Jul-2018 16:48:58 (UTC+8)
關聯 Insurance: Mathematics and Economics,Volume 78, Pages 157-173
資料類型 article
DOI https://doi.org/10.1016/j.insmatheco.2017.10.002
dc.contributor 風管系
dc.creator (作者) Blake, Daviden_US
dc.creator (作者) Karoui, Nicole Elen_US
dc.creator (作者) Loisel, Stéphaneen_US
dc.creator (作者) MacMinn, Richarden_US
dc.date (日期) 2018-01
dc.date.accessioned 24-Jul-2018 16:48:58 (UTC+8)-
dc.date.available 24-Jul-2018 16:48:58 (UTC+8)-
dc.date.issued (上傳時間) 24-Jul-2018 16:48:58 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/118868-
dc.format.extent 1551805 bytes-
dc.format.mimetype application/pdf-
dc.relation (關聯) Insurance: Mathematics and Economics,Volume 78, Pages 157-173
dc.subject (關鍵詞) Longevity risk; Capital markets; Buy-outs; Buy-ins; Longevity swaps; Stochastic mortality modelsen_US
dc.title (題名) Longevity risk and capital markets: The 2015–16 updateen_US
dc.type (資料類型) articleen
dc.identifier.doi (DOI) 10.1016/j.insmatheco.2017.10.002
dc.doi.uri (DOI) https://doi.org/10.1016/j.insmatheco.2017.10.002