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Valuation of Longevity-Linked Life Annuities
AuthID
P-00N-Q1R
2
Author(s)
Bravo, JM
·
de Freitas, NE
Document Type
Article
Year published
2018
Published
in
INSURANCE MATHEMATICS & ECONOMICS,
ISSN: 0167-6687
Volume: 78, Pages: 212-229 (18)
Conference
11Th International Longevity Risk and Capital Markets Solutions Conference (Longevity),
Date:
SEP 08-09, 2015,
Location:
Univ Lyon 1, Inst Sci Financiere & Assurance, Lyon, FRANCE,
Sponsors:
Lab Sci Financiere & Assurances, Univ Pierre Marie Curie, Lab Probabilites Modeles Aletoires, City Univ London, Cass Business Sch, Pens Inst, Longev Lifestyle Adjustments ANR Res Project Team, Prudential Financial, SCOR, Soc Generale Corporate & Investment Banking, Soc Actuaries, EY, Milliman, Reinsurance Grp Amer, Aon Benfield, Guy Carpenter, PRIMACT, SINALYS,
Host:
Univ Lyon 1, Inst Sci Financiere & Assurance
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Publication Identifiers
DOI
:
10.1016/j.insmatheco.2017.09.009
Wos
: WOS:000426222700017
Source Identifiers
ISSN
: 0167-6687
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