Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds



Özen, Selin ORCID: 0000-0002-4011-1368 and Şahin, Şule
(2020) Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds. Journal of Computational and Applied Mathematics, 376. 112829 - 112829.

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Item Type: Article
Depositing User: Symplectic Admin
Date Deposited: 09 Mar 2020 09:28
Last Modified: 02 May 2020 13:10
DOI: 10.1016/j.cam.2020.112829
URI: http://livrepository.liverpool.ac.uk/id/eprint/3078044