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A Cautionary Note on Pricing Longevity Index Swaps
SPEAKER: Rui Zhou, University of Waterloo CO-AUTHOR(S): Johnny Siu-Hang Li, University of Waterloo ABSTRACT: ... participants to hedge or gain exposure to longevity and mortality risks. In this paper, we over a quantitative ...- 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 ... Zhou et al. (2010) proposed an approach to price mortality-linked securities in a competitive market. However ...- Authors: Rui Zhou, Ken Seng Tan
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance