Pricing longevity bond with affine-jump-diffusion multi-cohort mortality model.
Jingtong XuXu ChenYuying YangPublished 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