Pricing Longevity Bonds: Extreme Value Theory and Risk Cubic Pricing Model

Ayse Arik^*, Meral Sucu

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Original language	Other
Pages (from-to)	69-85
Number of pages	17
Journal	Journal of Statisticians: Statistics and Actuarial Sciences
Volume	4
Issue number	2
Publication status	Published - 2011

Cite this

@article{abbbcf6561d141cc86c0b23078b8e943,

title = "Pricing Longevity Bonds: Extreme Value Theory and Risk Cubic Pricing Model",

author = "Ayse Arik and Meral Sucu",

year = "2011",

language = "Other",

volume = "4",

pages = "69--85",

journal = "Journal of Statisticians: Statistics and Actuarial Sciences",

issn = "1308-0539",

number = "2",

}