The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (Q495460): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2015.05.005
@@ Property / DOI: 10.1016/j.insmatheco.2015.05.005 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+D20
@@ Property / Mathematics Subject Classification ID: 91D20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
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@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
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@@ Property / zbMATH DE Number: 6481767 / rank @@
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@@ Property / zbMATH Keywords @@
+risk-neutral valuation
@@ Property / zbMATH Keywords: risk-neutral valuation / rank @@
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@@ Property / zbMATH Keywords @@
+securitization
@@ Property / zbMATH Keywords: securitization / rank @@
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@@ Property / zbMATH Keywords @@
+Lee-Carter model
@@ Property / zbMATH Keywords: Lee-Carter model / rank @@
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@@ Property / zbMATH Keywords @@
+jump effects
@@ Property / zbMATH Keywords: jump effects / rank @@
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@@ Property / zbMATH Keywords @@
+catastrophic mortality bonds
@@ Property / zbMATH Keywords: catastrophic mortality bonds / rank @@
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@@ Property / describes a project that uses @@
+Human Mortality
@@ Property / describes a project that uses: Human Mortality / rank @@
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+https://doi.org/10.1016/j.insmatheco.2015.05.005
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+W245515487
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@@ Property / cites work @@
+A new look at the statistical model identification
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2015.05.005
@@ Property / DOI: 10.1016/J.INSMATHECO.2015.05.005 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:495460