Tao Sun

Independent

No Address Available

SCHOLARLY PAPERS

2

DOWNLOADS

196

CITATIONS

5

Scholarly Papers (2)

1.

Multi-Population Mortality Models: A Factor Copula Approach

Insurance: Mathematics and Economics, Forthcoming, Fox School of Business Research Paper No. 15-052
Number of pages: 42 Posted: 31 Dec 2014 Last Revised: 16 Dec 2016
University of Hawai?i at M?noa, National Chengchi University and Independent
Downloads 111 (243,600)
Citation 2

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Multi-population mortality model, factor copulas, maximum entropy principle, mortality/longevity risk pricing and hedging

Living with Ambiguity: Pricing Mortality-Linked Securities with Smooth Ambiguity Preferences

Journal of Risk and Insurance, Forthcoming
Number of pages: 40 Posted: 18 Feb 2012 Last Revised: 01 Apr 2014
University of Hawai?i at M?noa, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies, Independent and Shanghai University of Finance and Economics
Downloads 84 (295,283)
Citation 5

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ambiguity, ambiguity aversion, mortality-linked securities

Living with Ambiguity: Pricing Mortality‐Linked Securities with Smooth Ambiguity Preferences

Journal of Risk and Insurance, Vol. 80, Issue 3, pp. 705-732, 2013
Number of pages: 28 Posted: 30 Aug 2013
University of Hawai?i at M?noa, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies, Independent and Shanghai University of Finance and Economics
Downloads 1 (675,558)
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