Modeling the Mortality Rate of ESRD Patients and Securitizing Insurance Product
碩士 === 東吳大學 === 商用數學系 === 96 === As longevity risk is a major concern for any annuity provider, ESRD annuity should also be a concern. We propose a mortality bond featuring bond coupon payments to address the ESRD mortality rate, as purposed by Lin and Cox (2005). This paper will demonstrate how in...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/5xnd74 |