You are here

Mortality linked derivatives and their pricing

PhD Studentship – This project will contribute to designing and pricing mortality-linked derivatives and offering the state of art solutions to the longevity risk

The project helps to address the absence of explicit pricing formulae and the complexity of proposed models (incomplete markets framework) requiring the application of advanced techniques from the area of Financial Mathematics.

ARC scholar:  Raj Bahl
University: University of Edinburgh
Period of research: October 2013 – March 2017

You might also like

Contact Details

If you have any questions or wish to discuss any aspect of research carried out through the Actuarial Research Centre (ARC), please contact the Research and Knowledge Team.

Filter or search events

Start date
E.g., 31/07/2021
End date
E.g., 31/07/2021

Events calendar