Living with ambiguity : pricing mortality-linked securities with smooth ambiguity preferences

Hua Chen; Michael Sherris; Sun,Tao; Wenge Zhu

Year of publication:	2013
Authors:	Chen, Hua ; Sherris, Michael ; Sun, Tao ; Zhu, Wenge
Published in:	The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 80.2013, 3, p. 705-732
Subject:	Sterblichkeit \| Mortality \| Risikomodell \| Risk model \| Stochastischer Prozess \| Stochastic process \| Entscheidung unter Unsicherheit \| Decision under uncertainty \| Szenariotechnik \| Scenario analysis

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