"Pricing longevity bond with affine-jump-diffusion multi-cohort mortality ..."

Jingtong Xu, Xu Chen, Yuying Yang (2024)

> Home

Details and statistics

DOI: 10.1016/J.CAM.2024.115800

access: closed

type: Journal Article

metadata version: 2024-08-09

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jcam/XuCY24
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jcam/XuCY24
Jingtong Xu, Xu Chen, Yuying Yang:
Pricing longevity bond with affine-jump-diffusion multi-cohort mortality model. J. Comput. Appl. Math. 446: 115800 (2024)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.