Logo Fundación MAPFRE. Centro de Documentación
Documentation Center

Todas las obras relacionadas: Zhou, Rui

Record image

Modelling mortality dependence with regime-switching copulas
  • Zhou, Rui
  • Articles and Chapters

  • Modelling mortality dependence with regime-switching copulas
Record image

Semicoherent multipopulation mortality modeling : the impact on longevity risk securitizacion
  • Siu-Hang Li, Johnny
  • Articles and Chapters

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

Economic pricing of mortality-linked securities : a tâtonnement approach
  • Zhou, Rui
  • Articles and Chapters
Record image

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

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

Pricing standardized mortality securitizations : A two-population model with transitory jump effects
  • Zhou, Rui
  • Articles and Chapters
Record image

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