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A Cautionary Note on Pricing Longevity Index Swaps
A Cautionary Note on Pricing Longevity Index Swaps This is the abstract for the presentation on pricing longevity index swaps. Abstract; 14527 7/30/2010 12:39:00 PM ...- Authors: Siu-Hang Li, Rui Zhou
- Date: Jul 2010
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Modeling Trades in the Life Market as Nash Bargaining Problems
Modeling Trades in the Life Market as Nash Bargaining Problems This abstract describes a paper that considers the pricing in a non-competitive market and models the pricing process as a ...- Authors: Rui Zhou, Ken Seng Tan
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance
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Pricing Weather Derivatives Using Maximum Entropy Principle
Pricing Weather Derivatives Using Maximum Entropy Principle This abstract describes a paper that implements maximum entropy principle in pricing weather derivatives. 6442453326 2/1/2014 12:00:00 ...- Authors: Siu-Hang Li, Rui Zhou, Jeffrey S Pai
- Date: Feb 2014