Regime-switching shot-noise processes and longevity bond pricing (Q2257575)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regime-switching shot-noise processes and longevity bond pricing |
scientific article |
Statements
Regime-switching shot-noise processes and longevity bond pricing (English)
0 references
25 February 2015
0 references
longevity bonds
0 references
regime-switching Gompertz-Makeham model
0 references
regime-switching shot-noise process
0 references
forward measure
0 references
stochastic flows
0 references
Laplace transform
0 references
0 references
0 references
0 references
0 references
0 references
