StochasticShockofMortality,LongevityBond,PoissonProcess, The Wangtransform,MonteCarloSimulation

This nalprojectproposeslongevitybondfairvaluepricing.Simulation approachforstochasticshockofmortalityisusedforthecalculationoflife insurance andpensionfundpremiumwhichrepresentthemarket.TheWang transform isappliedtogetrisk-adjustedmortalitydistribution.Valuationof longevitybondisconstructedunder...

Full description

Saved in:

Bibliographic Details
Main Author:	Puspa Silfia, Elsa
Format:	Final Project
Language:	Indonesia
Subjects:	Matematika
Online Access:	https://digilib.itb.ac.id/gdl/view/34035
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	Institut Teknologi Bandung
Language:	Indonesia

id	id-itb.:34035
spelling	id-itb.:340352019-02-01T14:59:38ZStochasticShockofMortality,LongevityBond,PoissonProcess, The Wangtransform,MonteCarloSimulation Puspa Silfia, Elsa Matematika Indonesia Final Project LONGEVITY BONDVALUATIONASAHEDGING INSTRUMENTFORLIFEINSURANCEANDPENSION FUND WITHSTOCHASTICSHOCKOFMORTALITY (POISSON PROCESS) INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/34035 This nalprojectproposeslongevitybondfairvaluepricing.Simulation approachforstochasticshockofmortalityisusedforthecalculationoflife insurance andpensionfundpremiumwhichrepresentthemarket.TheWang transform isappliedtogetrisk-adjustedmortalitydistribution.Valuationof longevitybondisconstructedunderTheWangtransform.Simulationand mathematics modelingforshockofmortalityandlongevitybondvaluationin this nalprojectcanbedevelopedintoanapplicationthatmakesiteasyfor stakeholderstocalculatethefairvalueoflongevitybond. text
institution	Institut Teknologi Bandung
building	Institut Teknologi Bandung Library
continent	Asia
country	Indonesia Indonesia
content_provider	Institut Teknologi Bandung
collection	Digital ITB
language	Indonesia
topic	Matematika
spellingShingle	Matematika Puspa Silfia, Elsa StochasticShockofMortality,LongevityBond,PoissonProcess, The Wangtransform,MonteCarloSimulation
description	This nalprojectproposeslongevitybondfairvaluepricing.Simulation approachforstochasticshockofmortalityisusedforthecalculationoflife insurance andpensionfundpremiumwhichrepresentthemarket.TheWang transform isappliedtogetrisk-adjustedmortalitydistribution.Valuationof longevitybondisconstructedunderTheWangtransform.Simulationand mathematics modelingforshockofmortalityandlongevitybondvaluationin this nalprojectcanbedevelopedintoanapplicationthatmakesiteasyfor stakeholderstocalculatethefairvalueoflongevitybond.
format	Final Project
author	Puspa Silfia, Elsa
author_facet	Puspa Silfia, Elsa
author_sort	Puspa Silfia, Elsa
title	StochasticShockofMortality,LongevityBond,PoissonProcess, The Wangtransform,MonteCarloSimulation
title_short	StochasticShockofMortality,LongevityBond,PoissonProcess, The Wangtransform,MonteCarloSimulation
title_full	StochasticShockofMortality,LongevityBond,PoissonProcess, The Wangtransform,MonteCarloSimulation
title_fullStr	StochasticShockofMortality,LongevityBond,PoissonProcess, The Wangtransform,MonteCarloSimulation
title_full_unstemmed	StochasticShockofMortality,LongevityBond,PoissonProcess, The Wangtransform,MonteCarloSimulation
title_sort	stochasticshockofmortality,longevitybond,poissonprocess, the wangtransform,montecarlosimulation
url	https://digilib.itb.ac.id/gdl/view/34035
_version_	1822268266819616768

StochasticShockofMortality,LongevityBond,PoissonProcess, The Wangtransform,MonteCarloSimulation

Similar Items