The authors investigate the relationship between the financial markets and the improving life expectancy trend, in order to analyze the dependence between the mortality and interest rates.
Are mortality and interest rate risks likely to be dependent in the future? / Apicella, G.; Dacorogna, M.; DI LORENZO, Emilia; Sibillo, M.. - (2017). (Intervento presentato al convegno Recent Developments in Dependence Modelling with Applications in Finance and Insurance - Fourth Edition tenutosi a Aegina (Greece) nel 22,23 May 2017).
Are mortality and interest rate risks likely to be dependent in the future?
DI LORENZO, EMILIA;
2017
Abstract
The authors investigate the relationship between the financial markets and the improving life expectancy trend, in order to analyze the dependence between the mortality and interest rates.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
