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~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~person:"Sun, Tao"
~subject:"Insurance-Linked Securities"
~subject:"Mortality"
~subject:"Risk model"
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Insurance-Linked Securities
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Sun, Tao
Blake, David
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Chen, Hua
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
Insurance / Mathematics & economics
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Mortality dependence and longevity bond pricing : a dynamic factor copula mortality model with the GAS structure
Chen, Hua
;
MacMinn, Richard D.
;
Sun, Tao
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 393-415
Persistent link: https://www.econbiz.de/10011685199
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2
Living with ambiguity : pricing mortality-linked securities with smooth ambiguity preferences
Chen, Hua
;
Sherris, Michael
;
Sun, Tao
;
Zhu, Wenge
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 705-732
Persistent link: https://www.econbiz.de/10010127206
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