✦ LIBER ✦

Longevity/Mortality Risk Modeling and Securities Pricing

✍ Scribed by Yinglu Deng; Patrick L. Brockett; Richard D. MacMinn

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Pricing Mortality Securities With Correl

✍ Yijia Lin; Sheen Liu; Jifeng Yu 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 895 KB

Counterparty Risk and the Pricing of Def

✍ Robert A. Jarrow; Fan Yu 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 625 KB

Spillover of cause-specific longevity in

✍ Liqun Liu 📂 Article 📅 2007 🏛 Springer 🌐 French ⚖ 228 KB

Longevity bond pricing under stochastic

✍ Yang Shen; Tak Kuen Siu 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 280 KB

One-year Value-at-Risk for longevity and

✍ Richard Plat 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 473 KB

Measurement of Longevity Risk Using Boot

✍ S. Haberman; A. E. Renshaw 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 592 KB