Publication in conference proceedings
Pricing Survivor Bonds with Affine-Jump Diffusion Stochastic Mortality Models
Jorge Miguel Bravo (Bravo, J.);
2021 The 5th International Conference on E-Commerce, E-Business and E-Government ICEEG '21
Year (definitive publication)
2021
Language
English
Country
United States of America
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Times Cited: 11

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Abstract
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Acknowledgements
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Keywords
Survivor bonds,Stochastic mortality models,Affine-jump diffusion,Longevity risk,Longevity-linked securities
Publication Identifiers
2-s2.0-85112103781
PURE: 31784021
10.1145/3466029.3466037
2-s2.0-85112103781
WOS:001066053200017
10.1145/3466029.3466037
WOS:001066053200017
http://hdl.handle.net/10362/122030
2-s2.0-85112103781
ci-pub-101223
978-1-4503-8949-5
Other Publication Details
2021
Association for Computing Machinery (ACM)
Web of Science©; Scopus;
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91 - 96 --
Yes
Both (printed and digital)
United States
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2025
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