Open AccessLongevity Bond Pricing by a Cohort-based Stochastic Mortality
Author(s) -
Jae Hoon Jho,
Kangsoo Lee
Publication year - 2015
Publication title -
eung'yong tong'gye yeon'gu/the korean journal of applied statistics
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2383-5818
pISSN - 1225-066X
DOI - 10.5351/kjas.2015.28.4.703
Subject(s) - longevity , longevity risk , cohort , bond , pension , econometrics , hedge , actuarial science , price index , economics , demography , statistics , medicine , gerontology , mathematics , biology , finance , sociology , ecology