Longevity bond pricing under stochastic interest rate and mortality with regime-switching (Q2252285)
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scientific article; zbMATH DE number 6317666
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| English | Longevity bond pricing under stochastic interest rate and mortality with regime-switching |
scientific article; zbMATH DE number 6317666 |
Statements
Longevity bond pricing under stochastic interest rate and mortality with regime-switching (English)
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16 July 2014
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longevity bond
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stochastic interest rate
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stochastic mortality
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regime switching
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stochastic flows
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exponential affine form
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0.8697435855865479
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0.8194158673286438
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0.8104842305183411
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0.7869837880134583
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