Results 1 to 10 of about 1,450,939 (172)

Regime-switching shot-noise processes and longevity bond pricing [PDF]

open access: yesLithuanian Mathematical Journal, 2014
In this paper, we consider the valuation of longevity bonds under a regime-switching interest rate and a regimeswitching force of mortality model. The model assumes that the interest rate is driven by economic and environmental conditions described by a homogenous Markov chain and that the stochastic force of mortality is modeled by the sum of a regime-
Dong Y, Yuen K, Wu C.
europepmc   +5 more sources

The Role of Longevity-Indexed Bond in Risk Management of Aggregated Defined Benefit Pension Scheme

open access: yesRisks
Defined benefit (DB) pension plans are a primary type of pension schemes with the sponsor assuming most of the risks. Longevity-indexed bonds have been used to hedge or transfer risks in pension plans.
Xiaoyi Zhang, Yanan Li, Junyi Guo
doaj   +2 more sources

Optimizing Dental Bond Strength: Insights from Comprehensive Literature Review and Future Implications for Clinical Practice

open access: yesBiomedicines, 2023
This review examines the modifying factors affecting bond strength in various bonding scenarios, particularly their relevance to the longevity of dental restorations.
Yung-Shin Fan-Chiang   +10 more
doaj   +2 more sources

In Vitro Comparative Evaluation of Newly Produced Desensitizer, Chlorhexidine and Gluma on Bond Strength and Bond Longevity of Composite to Dentin

open access: yesJournal of Dentistry, 2020
Statement of the Problem: Etching process on dentin can activate matrix metalloproteinase (MMP) which hydrolyze organic matrix of demineralized dentin. Gluma and chlorhexidine could inhibit the activation of MMP.
Reza Davalloo   +4 more
doaj   +2 more sources

Longevity gene responsible for robust blue organic materials employing thermally activated delayed fluorescence

open access: yesNature Communications, 2023
The 3rd-Gen OLED materials employing thermally-activated delayed fluorescence (TADF) combine advantages of first two for high-efficiency and low-cost devices. Though urgently needed, blue TADF emitters have not met stability requirement for applications.
Qing-Yu Meng   +7 more
doaj   +2 more sources

Sardinian dietary analysis for longevity: a review of the literature

open access: yesJournal of Ethnic Foods, 2022
Sardinia is one of the five Longevity Blue Zones (LBZs) in the world. Compared to other LBZs, the percentage of male centenarians in Sardinia is much higher.
Chaoyue Wang   +3 more
doaj   +2 more sources

Bond behavior of CFRP-strengthened steel structures and its environmental influence factors: a critical review

open access: yesSustainable Structures
Adhesively bonded carbon fiber-reinforced polymer (CFRP) systems have shown great promise for strengthening damaged steel structures, offering potential enhancements in the longevity of steel structures.
Lu Ke   +5 more
doaj   +2 more sources

Market Price of Longevity Risk for a Multi‐Cohort Mortality Model With Application to Longevity Bond Option Pricing

open access: yesJournal of Risk and Insurance, 2018
AbstractWe introduce a multi‐cohort continuous time affine mortality model and, along with an affine arbitrage‐free term structure model, determine implied market prices of longevity risk in the BlackRock CoRI Retirement Indexes. These indexes provide a daily level of estimated cost of lifetime retirement income for 20 cohorts in the United States ...
Xu, Y, Sherris, M, Ziveyi, J
openaire   +3 more sources

Assessing the Impact of Geopolitical Risk on Longevity Bond Pricing: Insights from Bayesian Multivariate Regression

open access: yesJournal of Statistical Theory and Applications (JSTA)
This paper investigates the multivariate pricing of coupon longevity bonds (CLBs) using the Fama–French–Lee–Carter (FF–LC) five-vector model in the framework of Bayesian integrated nested Laplace approximation (INLA) in the presence of geopolitical risk (
Yethu Sithole   +2 more
doaj   +2 more sources

Adhesive Property of Different Bonding Agents to Dentin: A Microscopic Study

open access: yesJournal of Pharmacy and Bioallied Sciences
Background: Bonding agents play a critical role in the longevity and success of restorative dental treatments by minimizing microleakage at the tooth–restoration interface.
Ramsha Rizwan   +5 more
doaj   +2 more sources

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