1
-
2
of
2
results (0.44 seconds)
Sort By:
-
Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization
Modeling Mortality with Jumps: ... setup of the model with permanent jump effects. 17 They argue that mortality series are often contaminated ... transform will produce a risk-adjusted cdf )(* xF : (17) ...- Authors: Samuel Cox, Hua Chen
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk; Modeling & Statistical Methods>Stochastic models
-
An Option-Based Operational Risk Management on Pandemics
An Option-Based Operational Risk Management on Pandemics This paper employs the theory of real option ... acdds /)(22 −−+= ε , where acbad 2/)2( ε+−−= 17 threshold beyond which the epidemic is likely to ...- Authors: Samuel Cox, Hua Chen
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Operational risks