scientific article; zbMATH DE number 6285784

zbMath1285.91135MaRDI QIDQ5410376

Maojun Zhang, Jiang-Xia Nan, Xueni Zhao

Publication date: 16 April 2014

Full work available at URL: http://www.pphmj.com/abstract/7905.htm

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asset pricingcredit riskCDScopula method

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

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A COPULA APPROACH FOR FINDING THE TYPE OF DEPENDENCY WITH MORTALITY FORCE FUNCTION IN INSURANCE MARKET

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