Mortality-Linked Annuity Pricing and Its Risk Assessment Based on a Jump Diffusion Stochastic Mortality Model

HU Shiqiang, LONG Yu

Journal of Systems Science and Mathematical Sciences ›› 2023, Vol. 43 ›› Issue (4) : 929-946.

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Journal of Systems Science and Mathematical Sciences ›› 2023, Vol. 43 ›› Issue (4) : 929-946. DOI: 10.12341/jssms22473

Mortality-Linked Annuity Pricing and Its Risk Assessment Based on a Jump Diffusion Stochastic Mortality Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2023, 43(4): 929-946 https://doi.org/10.12341/jssms22473

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