Modeling Infectious Mortality Risk and Its Application
博士 === 國立政治大學 === 風險管理與保險學系 === 106 === This thesis examines the valuation of mortality-linked bonds in two infectious mortality models in two main parts: (1)Valuation and Analysis of the Swiss Re Bond without Coupons in an Infectious Mortality Model (2)Valuation and Analysis of Fixed-Coupon and Flo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/vq2pvx |