Todas las obras relacionadas: Zhou, Rui

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Modelling mortality dependence with regime-switching copulas

  • Zhou, Rui
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Semicoherent multipopulation mortality modeling : the impact on longevity risk securitizacion

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Modeling period effects in multi-population mortality models : applications to Solvency II

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  • Modeling period effects in multi-population mortality models : applications to Solvency II

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Economic pricing of mortality-linked securities in the presence of population basis risk

  • Zhou, Rui
  • Articles and Chapters
  • Economic pricing of mortality-linked securities in the presence of population basis risk