1
-
2
of
2
results (0.39 seconds)
Sort By:
-
An Option-Based Operational Risk Management on Pandemics
An Option-Based Operational Risk Management on Pandemics This paper employs the theory of ... suspension decision as a put option, and uses dynamic programming method to determine the optimal switching ...- Authors: Samuel Cox, Hua Chen
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Operational risks
-
Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization
paper. Biffis, E., 2005, Affine Processes for Dynamic Mortality and Actuarial Valuations, Insurance: ... and Insurance. 73(1): 1-17 Duffie, D., 1992, Dynamic Asset Pricing Theory (Princeton, New Jersey: Princeton ...- Authors: Samuel Cox, Hua Chen
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk; Modeling & Statistical Methods>Stochastic models