LONGEVITY DERIVATIVES: CONCEPT AND PRINCIPLES
Abstract
This article provides a practical analysis of longevity derivatives and the definition, advantages of them. They are available as survivor bonds, forward contracts, options, and swaps.
Fields of Study & Subjects
Insurance
Mortality
Demography
Risk Management
Insurance and Financial Risk Management
Stochastic processes and financial applications
Publication details
- Journal / source
- Zenodo (CERN European Organization for Nuclear Research)
- Publication date
- 11 February 2026
- Language
- EN
- Document type
- Dataset