A Framework of Multi-Countries mortality Model with Cohort Effect
碩士 === 國立中央大學 === 財務金融學系 === 101 === Pension plans and Annuity providers are subjects to the threat of longevity risk. Most popular way to mitigate the risk is to trade mortality-linked securities in capital markets. In the mortality-linked securities, basis risk often relates to mismatches in demog...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77806590055299801384 |