The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (Q495460): Difference between revisions
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Revision as of 10:22, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds |
scientific article |
Statements
The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (English)
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14 September 2015
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risk-neutral valuation
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securitization
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Lee-Carter model
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jump effects
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catastrophic mortality bonds
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