Living with ambiguity : pricing mortality-linked securities with smooth ambiguity preferences
Hua Chen; Michael Sherris; Sun,Tao; Wenge Zhu
| Year of publication: |
2013
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|---|---|
| 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
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| Subject: | Sterblichkeit | Mortality | Risikomodell | Risk model | Stochastischer Prozess | Stochastic process | Entscheidung unter Unsicherheit | Decision under uncertainty | Szenariotechnik | Scenario analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010127206