eHT Explore

Start Over Area of Honors Mathematics Year 2014 Keyword stochastic mortality model Keyword stochastic mortality model Keyword the Wang transform

1. Stochastic Modeling and Pricing Of Mortality-linked Securities

open_access

Open Access

Author:: Li, Boya
Title:: Stochastic Modeling and Pricing Of Mortality-linked Securities
Area of Honors:: Mathematics
Keywords:: stochastic mortality model
the Wang transform
mortality-linked securities
pure mortality bond
maximum likelihood estimation
File:: Download honors_thesis_final_draft-_Boya_Li.pdf
Thesis Supervisors:: Zhongyi Yuan, Thesis Supervisor
Dr. Diane Marie Henderson, Thesis Honors Advisor