Empirical Analysis and Theoretical Valuation in Mortality Securitization with Basis Risk and Mortality Inter-age Dependence Risk
碩士 === 國立高雄大學 === 統計學研究所 === 97 === Lee-Carter model (Lee and Carter (1992)) is the most popular mortality model recently. However, mortality improvement and catastrophe mortality are also the important factors when insurance company prices the insurance policy. Therefore, this research considers th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/bt7228 |