Price bounds of mortality-linked security in incomplete insurance market
Year of publication: |
2014
|
---|---|
Authors: | Huang, Yu-Lieh ; Tsai, Jeffrey Tzuhao ; Yang, Sharon S. ; Cheng, Hung-Wen |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 55.2014, C, p. 30-39
|
Publisher: |
Elsevier |
Subject: | Incomplete market pricing | Mortality risk | Mortality bond valuation | Mortality-linked security |
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