Longevity bond pricing under stochastic interest rate and mortality with regime-switching

Yang Shen, Tak Kuen Siu*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

24 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Longevity bond pricing under stochastic interest rate and mortality with regime-switching'. Together they form a unique fingerprint.

Business & Economics

Mathematics