Pricing European Options on Deferred Insurance
Year of publication: |
2012-02
|
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Authors: | Ziveyi, Jonathan ; Blackburn, Craig ; Sherris, Michael |
Institutions: | ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School |
Subject: | Mortality risk | Deferred insurance products | European options | Laplace Transforms |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 201202 39 pages |
Classification: | C63 - Computational Techniques ; G22 - Insurance; Insurance Companies ; G13 - Contingent Pricing; Futures Pricing ; G12 - Asset Pricing |
Source: |
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