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  • Search: subject:"Threshold jump approach"
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CAPM 1 COVID-19 1 Coronavirus 1 Epidemic 1 Epidemie 1 Mortality 1 Mortality-linked security 1 Pandemic mortality risk 1 Risiko 1 Risikomodell 1 Risk 1 Risk model 1 Sterblichkeit 1 Stochastic process 1 Stochastischer Prozess 1 Threshold jump approach 1 Wang transform 1 Welt 1 World 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chen, Fen-Ying 1 Huang, Hong Chih 1 Yang, Sharon S. 1
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Insurance / Mathematics & economics 1
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Modeling pandemic mortality risk and its application to mortality-linked security pricing
Chen, Fen-Ying; Yang, Sharon S.; Huang, Hong Chih - In: Insurance / Mathematics & economics 106 (2022), pp. 341-363
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