Hedging and Valuation of Longevity Swap with Counterparty Risk
碩士 === 國立交通大學 === 財務金融研究所 === 105 === Longevity swaps are the most popular instruments for life insurers that translate their longevity risk to the capital market. Longevity swaps are typically a bilateral contract and their values are determined by not only the reference longevity rates but also th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/vwyt23 |