Modeling Mortality rate with Levy jump and Option Pricing

Thesis

Modeling Mortality rate with Levy jump and Option Pricing

Wong, Zi-Man

Masters, 國立清華大學, 統計學研究所

2017

Abstract

壽命連結商品定價

死亡率跳躍

Levy跳躍模型

Mortality-linked Security Valuation

Stochastic Mortality Model

Levy jump

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Title: Modeling Mortality rate with Levy jump and Option Pricing
Translated title: Modeling Mortality rate with Levy jump and Option Pricing
Creators: Wong, Zi-Man
Contributors: Tsai, Tzu-Hao (Advisor)
Hsu, Nan-Jung (Advisor)
Awarding Institution: 國立清華大學, 統計學研究所; Masters
Theses and Dissertations: Masters, 國立清華大學, 統計學研究所
Language: English
Resource Type: Thesis
Date published: 2017