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Property / author: Qi-he Tang / rank
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2022.11.002 / rank
 
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Latest revision as of 11:35, 31 July 2024

scientific article
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Pricing extreme mortality risk in the wake of the COVID-19 pandemic
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    Pricing extreme mortality risk in the wake of the COVID-19 pandemic (English)
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    3 February 2023
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    affine jump-diffusion model
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    COVID-19
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    implied market price of risk
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    instantaneous correlation
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    mortality-linked security
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    pricing
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