SMEAL WIKI

Pricing Extreme Mortality Risk amid the COVID-19 Pandemic

Han Li, Haibo Liu, Qihe Tang, Zhongyi Yuan
Year2021
VenueSSRN Electronic Journal
Typepreprint
Citations2
DOI10.2139/ssrn.3899660
OpenAlexW3195472527

Topics

Stochastic processes and financial applicationsMortality rateInterest rateBivariate analysisJumpEconomics