Pricing longevity bond with affine-jump-diffusion multi-cohort mortality model.

Jingtong Xu Xu Chen Yuying Yang

Published in: J. Comput. Appl. Math. (2024)

Keyphrases

probabilistic model
prior knowledge
management system
high level
neural network model

neural network
statistical model
mathematical model
theoretical framework

computational model
artificial neural networks
objective function
theoretical analysis

cost function
learning algorithm
experimental data
information retrieval