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Longevity Risk Pricing Abstract
Longevity Risk Pricing Abstract This paper proposes a new method to price the longevity risk premia in order to tackle the pricing obstacle. Based on the equivalent utility pricing principle, our ...- Authors: Jiajia Cui
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Demography>Longevity; Experience Studies & Data>Long-term care - Experience Studies & Data; Health & Disability>Health risks
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Longevity Risk Pricing
Longevity Risk Pricing This paper proposes a new method to price the longevity risk premia in order to tackle the pricing obstacle. Based on the equivalent utility pricing principle, our method ...- Authors: Jiajia Cui
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Demography>Longevity; Health & Disability>Health risks; Reinsurance>Financial reinsurance; Reinsurance>Pricing - Reinsurance