| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5076667 | Insurance: Mathematics and Economics | 2013 | 11 Pages |
Abstract
⺠A unified framework for measuring and managing longevity risk is proposed. ⺠Derivatives like forwards, swaps, and European and American options can be priced. ⺠An application to survivor derivatives with dynamics from a Lee-Carter model is given.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
M. Martin Boyer, Lars Stentoft,