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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Latest revision as of 02:45, 9 December 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 |
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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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