Ozen, Selin and Sahin, Sule ORCID: 0000-0003-4080-9165
(2020)
Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 376.
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Item Type: | Article |
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Uncontrolled Keywords: | Renewal process, Mortality risks, Jump-diffusion process, Stochastic mortality, Merton model, Catastrophic bonds |
Depositing User: | Symplectic Admin |
Date Deposited: | 09 Mar 2020 09:28 |
Last Modified: | 14 May 2022 07:18 |
DOI: | 10.1016/j.cam.2020.112829 |
Related URLs: | |
URI: | https://livrepository.liverpool.ac.uk/id/eprint/3078044 |
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