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Pricing mortality-linked securities with transformed Gamma distribution
Journal article   Peer reviewed

Pricing mortality-linked securities with transformed Gamma distribution

宏文 鄭, 祺峰 曾, 旻樺 謝 and 子晧 蔡
經濟論文Academia Economic Papers, Vol.42(2), pp.271-303
2014

Abstract

風險中立評價關係式;均衡訂價法;定價核;可轉換Gamma分配;Risk neutral valuation relationship;Equilibrium pricing model;Pricing kernel;Transform gamma distribution

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