File Download

There are no files associated with this item.

  Links for fulltext
     (May Require Subscription)
Supplementary

Article: Regime-switching shot noise processes and longevity bonds pricing

TitleRegime-switching shot noise processes and longevity bonds pricing
Authors
Dong, YYuen, KCWu, C
Keywordsforward measure
longevity bonds
regime-switching Gompertz–Makeham model
regime-switching shot-noise process
stochastic flows
Issue Date2014
Citation
Lithuanian Mathematical Journal, 2014, v. 54 n. 4, p. 383-402 How to Cite?
DOI: http://dx.doi.org/10.1007/s10986-014-9251-y
Persistent Identifierhttp://hdl.handle.net/10722/207304
ISSN
0363-1672
2021 Impact Factor: 0.704
2020 SCImago Journal Rankings: 0.295
ISI Accession Number ID
WOS:000346660700002

 

DC FieldValueLanguage
dc.contributor.authorDong, Yen_US
dc.contributor.authorYuen, KCen_US
dc.contributor.authorWu, Cen_US
dc.date.accessioned2014-12-19T10:18:30Z-
dc.date.available2014-12-19T10:18:30Z-
dc.date.issued2014en_US
dc.identifier.citationLithuanian Mathematical Journal, 2014, v. 54 n. 4, p. 383-402en_US
dc.identifier.issn0363-1672-
dc.identifier.urihttp://hdl.handle.net/10722/207304-
dc.languageengen_US
dc.relation.ispartofLithuanian Mathematical Journalen_US
dc.subjectforward measure-
dc.subjectlongevity bonds-
dc.subjectregime-switching Gompertz–Makeham model-
dc.subjectregime-switching shot-noise process-
dc.subjectstochastic flows-
dc.titleRegime-switching shot noise processes and longevity bonds pricingen_US
dc.typeArticleen_US
dc.identifier.emailYuen, KC: kcyuen@hku.hken_US
dc.identifier.authorityYuen, KC=rp00836en_US
dc.identifier.doi10.1007/s10986-014-9251-y-
dc.identifier.scopuseid_2-s2.0-84939962869-
dc.identifier.hkuros241781en_US
dc.identifier.volume54en_US
dc.identifier.issue4en_US
dc.identifier.spage383en_US
dc.identifier.epage402en_US
dc.identifier.eissn1573-8825-
dc.identifier.isiWOS:000346660700002-
dc.identifier.issnl0363-1672-

Export via OAI-PMH Interface in XML Formats

OR

Export to Other Non-XML Formats