Longevity/Mortality Risk Modeling and Securities Pricing

Author:

Deng Yinglu,Brockett Patrick L.,MacMinn Richard D.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference38 articles.

1. Back to Business-Wall Street Pursues Profit in Bundles of Life Insurance;Anderson;New York Times,2009

2. On the Pricing of Longevity-Linked Securities;Bauer;Insurance: Mathematics and Economics,2010

3. Affine Processes for Dynamic Mortality and Actuarial Valuation;Biffis;Insurance: Mathematics and Economics,2005

4. A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration;Blake;Journal of Risk and Insurance,2006a

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