Pages that link to "Item:Q5383681"
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The following pages link to Pricing an option-type longevity derivative under a regime-switching O-U stochastic mortality model with jumps (Q5383681):
Displaying 5 items.
- Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions (Q320262) (← links)
- Longevity bond pricing under stochastic interest rate and mortality with regime-switching (Q2252285) (← links)
- Regime-switching shot-noise processes and longevity bond pricing (Q2257575) (← links)
- Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)