Lee-Carter Goes Risk-Neutral-Reference-Cited by-同舟云学术

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Lee-Carter Goes Risk-Neutral

Published:2006 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Biffis Enrico,Denuit Michel

Publisher

Elsevier BV

Reference19 articles.

1. Default risk insurance and incomplete markets;P Artzner;Mathematical Finance,1995

2. Affine processes for dynamic mortality and actuarial valuations;E Biffis;Insurance: Mathematics & Economics,2005

3. Hazard rate for credit risk and hedging defaultable contingent claims;C Blanchet-Scalliet;Finance and Stochastics,2004

4. Pricing death: Frameworks for the valuation and securitization of mortality risk;A Cairns;Forthcoming in ASTIN Bulletin,2005

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1. Faiz Oranının Anüite Fiyatları Üzerindeki Etkisine İlişkin Bir Çalışma;Afyon Kocatepe University Journal of Sciences and Engineering;2024-06-08

2. Markov (Set) chains application to predict mortality rates using extended Milevsky–Promislov generalized mortality models;Journal of Applied Statistics;2021-08-24

3. Longevity bond pricing under stochastic interest rate and mortality with regime-switching;Insurance: Mathematics and Economics;2013-01

4. Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk;Science China Mathematics;2012-11

5. Valuation of equity-indexed annuity under stochastic mortality and interest rate;Insurance: Mathematics and Economics;2010-10

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