| Pricing Longevity Risks under the Multivariate Stochastic Process with Tranche Techniques | |
| Shang Qin; Qin Xue-zhi | |
| 2010 | |
| 会议名称 | 17th International Conference on Management Science and Engineering (ICMSE) |
| 会议日期 | 2010-11-24 |
| 会议地点 | Melbourne, AUSTRALIA |
| 关键词 | longevity tranche OU process with jumps incomplete market |
| 页码 | 1158-1163 |
| 会议录 | 17th International Conference on Management Science and Engineering (ICMSE)
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| URL标识 | 查看原文 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/5271106 |
| 专题 | 大连理工大学 |
| 作者单位 | Dalian Univ Technol, Sch Management, Dalian 116024, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Shang Qin,Qin Xue-zhi. Pricing Longevity Risks under the Multivariate Stochastic Process with Tranche Techniques[C]. 见:17th International Conference on Management Science and Engineering (ICMSE). Melbourne, AUSTRALIA. 2010-11-24. |
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