Work

Indifference pricing of mortality-linked securities using backward stochastic differential equations

Year: 2026

Type: article

Source: Astin Bulletin

DOI: 10.1017/asb.2026.10088

Authors: Len Patrick Dominic Garces, Fabio Gómez, Qihe Tang

Institutions: University of Technology Sydney, UNSW Sydney, Universidad EAFIT

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7141671464

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Cites: 55

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