Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds (Q1987428)
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scientific article; zbMATH DE number 7189427
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds |
scientific article; zbMATH DE number 7189427 |
Statements
Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds (English)
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15 April 2020
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renewal process
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mortality risks
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jump-diffusion process
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stochastic mortality
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Merton model
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catastrophic bonds
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