Yinglu Deng

Red McCombs School of Business

Ph.D.

CBA 5.202

Austin, TX 78712

United States

SCHOLARLY PAPERS

2

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235

CITATIONS
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3

Scholarly Papers (2)

Longevity/Mortality Risk Modeling and Securities Pricing

McCombs Research Paper Series No. IROM-05-10
Number of pages: 32 Posted: 17 Aug 2010 Last Revised: 08 Oct 2010
University of Texas at Austin - Department of Information, Risk and Operations Management, National Chengchi University and Red McCombs School of Business
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Citation 3

Abstract:

Longevity Risk, Mortality Risk, Securitization, Double Exponential Jump Diffussion Model, Lee-Carter Framework

Longevity/Mortality Risk Modeling and Securities Pricing

Journal of Risk and Insurance, Vol. 79, Issue 3, pp. 697-721, 2012
Number of pages: 25 Posted: 23 Aug 2012
Red McCombs School of Business, University of Texas at Austin - Department of Information, Risk and Operations Management and National Chengchi University
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Citation 3
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Abstract:

2.

Incorporating Longevity Risk and Medical Information into Life Settlement Pricing

Journal of Risk and Insurance, Vol. 80, Issue 3, pp. 799-826, 2013
Number of pages: 28 Posted: 30 Aug 2013
University of Texas at Austin - Department of Information, Risk and Operations Management, University of Texas at Austin - Red McCombs School of Business, Red McCombs School of Business and National Chengchi University
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Abstract: