Pages that link to "Item:Q2257575"
From MaRDI portal
The following pages link to Regime-switching shot-noise processes and longevity bond pricing (Q2257575):
Displaying 6 items.
- Longevity bond pricing under stochastic interest rate and mortality with regime-switching (Q2252285) (← links)
- A regime-switching model with jumps and its application to bond pricing and insurance (Q2834907) (← links)
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)
- Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model (Q5078511) (← links)
- Basket CDS pricing with default intensities using a regime-switching shot-noise model (Q5154090) (← links)
- Pricing an option-type longevity derivative under a regime-switching O-U stochastic mortality model with jumps (Q5383681) (← links)