Event Paper: Model-Independent Price Bounds for the Swiss Re Mortality Bond 2003

Event Paper: Model-Independent Price Bounds for the Swiss Re Mortality Bond 2003

Raj Kumari Bahl University of Edinburgh (based on joint work with Dr. Sotirios Sabanis, School of Mathematics, UoE) ICAFM-2016, Sydney 15-16 December 2016 15th December 2016

Historical Facts The Problem Available Methodologies Case Study: Swiss Re Mortality Bond 2003 A Model-independent Approach Lower Bounds for the Swiss Re Bond Upper Bounds for the Swiss Re Bond Numerical Results What Lies Ahead? Further Research The Modeling Aspect