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Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
Work
Year: 2006
Type: article
Abstract: It is now widely accepted that stochastic mortality – the risk that aggregate mortality might differ from that anticipated – is an important risk factor in both life insurance and pensions. As such it... more
Cites: 51
Cited by: 161
Related to: 10
FWCI: 27.22
Citation percentile (by year/subfield): 99.99
Subfield: Demography
Sustainable Development Goal Good health and well-being
Open Access status: bronze