Longevity/Mortality Risk Modeling and Securities Pricing

By Yinglu Deng, Patrick L. Brockett, R. MacMinn. 2012

90 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, General Health Professions

View Paper: https://www.semanticscholar.org/paper/8edec5ef5f3741f137cfef0d46f4c5038bc31f6b

Citations in the corpus

• The New Life Market (2013, unknown): “Two key studies are Dowd et al. (2011b) and Cairns et al.”
• Pricing Standardized Mortality Securitizations: A Two‐Population Model with Transitory Jump Effects (2013, unknown): “For example, Deng et al. (2012) considered double-exponential jumps, while Chen and Cox (2009) considered Gaussian jumps.”