Results 1 to 10 of about 1,450,939 (172)
Regime-switching shot-noise processes and longevity bond pricing [PDF]
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.
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The Role of Longevity-Indexed Bond in Risk Management of Aggregated Defined Benefit Pension Scheme
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
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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
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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
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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
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Sardinian dietary analysis for longevity: a review of the literature
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
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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
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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
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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
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Adhesive Property of Different Bonding Agents to Dentin: A Microscopic Study
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
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