Pages that link to "Item:Q495460"
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The following pages link to The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (Q495460):
Displaying 8 items.
- Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns (Q1727323) (← links)
- Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds (Q1987428) (← links)
- Green nested simulation via likelihood ratio: applications to longevity risk management (Q2172053) (← links)
- Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
- Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
- Stochastic Mortality Models and Pandemic Shocks (Q5051106) (← links)
- Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach (Q6143055) (← links)
- Impact of outlier-adjusted Lee-Carter model on the valuation of life annuities (Q6637765) (← links)
