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- Publisher Website: 10.1080/03610926.2017.1319483
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Article: Regime-switching pure jump processes and applications in the valuation of mortality-linked products
Title | Regime-switching pure jump processes and applications in the valuation of mortality-linked products |
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Authors | |
Keywords | Longevity bond Markov chain multiple-life model shot noise process with regime switching |
Issue Date | 2016 |
Publisher | Taylor & Francis Inc. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03610926.asp |
Citation | Communications in Statistics: Theory and Methods, 2016 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/249692 |
ISSN | 2023 Impact Factor: 0.6 2023 SCImago Journal Rankings: 0.446 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Dong, Y | - |
dc.contributor.author | Yuen, KC | - |
dc.contributor.author | Wang, G | - |
dc.date.accessioned | 2017-11-21T03:05:41Z | - |
dc.date.available | 2017-11-21T03:05:41Z | - |
dc.date.issued | 2016 | - |
dc.identifier.citation | Communications in Statistics: Theory and Methods, 2016 | - |
dc.identifier.issn | 0361-0926 | - |
dc.identifier.uri | http://hdl.handle.net/10722/249692 | - |
dc.language | eng | - |
dc.publisher | Taylor & Francis Inc. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03610926.asp | - |
dc.relation.ispartof | Communications in Statistics: Theory and Methods | - |
dc.rights | This is an electronic version of an article published in [include the complete citation information for the final version of the article as published in the print edition of the journal]. [JOURNAL TITLE] is available online at: http://www.informaworld.com/smpp/ with the open URL of your article. | - |
dc.subject | Longevity bond | - |
dc.subject | Markov chain | - |
dc.subject | multiple-life model | - |
dc.subject | shot noise process with regime switching | - |
dc.title | Regime-switching pure jump processes and applications in the valuation of mortality-linked products | - |
dc.type | Article | - |
dc.identifier.email | Yuen, KC: kcyuen@hku.hk | - |
dc.identifier.authority | Yuen, KC=rp00836 | - |
dc.identifier.doi | 10.1080/03610926.2017.1319483 | - |
dc.identifier.scopus | eid_2-s2.0-85029689096 | - |
dc.identifier.hkuros | 283123 | - |
dc.identifier.isi | WOS:000423714800006 | - |
dc.publisher.place | United States | - |
dc.identifier.issnl | 0361-0926 | - |