Pricing longevity bond with affine-jump-diffusion multi-cohort mortality model (Q6567270)
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scientific article; zbMATH DE number 7876162
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing longevity bond with affine-jump-diffusion multi-cohort mortality model |
scientific article; zbMATH DE number 7876162 |
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Pricing longevity bond with affine-jump-diffusion multi-cohort mortality model (English)
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4 July 2024
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stochastic mortality intensity
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affine-jump diffusion
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multi-cohort
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longevity bonds
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measure transformation
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