by Jorge Miguel Bravo (University of Evora)
01/04/2009 h 12:30
Collegio Carlo Alberto
The following papers address parts of the subject:
Pricing Longevity Bonds Using Affine-Jump Diffusion Models
Perspective Lifetables: Life Insurance Pricing and Hedging with Dynamic Mortality
Please register for participation by e-mail (maero@cerp.unito.it), or phone (0116705040).