SMEAL WIKI

Pricing extreme mortality risk in the wake of the COVID-19 pandemic

Han Li, Haibo Liu, Qihe Tang, Zhongyi Yuan
Year2022
VenueInsurance Mathematics and Economics
Typearticle
Citations15
DOI10.1016/j.insmatheco.2022.11.002
OpenAlexW4309630090

Topics

Stochastic processes and financial applicationsMortality rateJumpPandemicBivariate analysisInterest rate