On Risk Management of Mortality and Longevity Capital Requirement: A Predictive Simulation Approach
A paper suggests using a simulation approach with mortality-linked securities and stochastic mortality rates to manage capital risk in the insurance industry and meet regulatory capital requirements.
Featured in No. 17 on 28 Sep 2023 · 5 days after release · 5 citations today
- Released
- 23 Sep 2023
- First featured
- No. 17 · 28 Sep 2023
- Citations (Semantic Scholar)
- 5
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4580817
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).