On The Pricing of Default-Risky Mortality Bond: A Structural Model Approach
碩士 === 國立交通大學 === 財務金融研究所 === 104 === Mortality bond is one of the innovation commodity in the financial market recently, and mortality risk is successfully transferred from life assurance industry to capital market. A famous example is that Swiss Re mortality bond whose issue size was $400 million...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2016
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Online Access: | http://ndltd.ncl.edu.tw/handle/w5dna2 |