@inproceedings{94af3571e861410480818582c34d465f,
title = "Pricing Survivor Bonds with Affine-Jump Diffusion Models",
keywords = "Survivor bonds, Affine-jump diffusion models, Longevity linked securities; double exponential compound Poisson process",
author = "Bravo, {Jorge Miguel}",
note = "Bravo, J. M. (2020). Pricing Survivor Bonds with Affine-Jump Diffusion Models. In C. H. Skiadas (Ed.), Book of Abstracts of the 6 th Stochastic Modeling Techniques and Data Analysis International Conference with Demographics Workshop : 2-5 June, 2020 ISAST: International Society for the Advancement of Science and Technology..",
year = "2020",
month = jun,
day = "1",
language = "English",
editor = "Skiadas, { Christos H.}",
booktitle = "Book of Abstracts of the 6 th Stochastic Modeling Techniques and Data Analysis International Conference with Demographics Workshop",
publisher = " ISAST: International Society for the Advancement of Science and Technology.",
}