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type_genre:"Dissertation"
type_genre:"Hochschulschrift"
~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~subject:"ARCH-Modell"
~type_genre:"Conference paper"
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Mortality dependence and longevity bond pricing : a dynamic factor copula mortality model with the GAS structure
Chen, Hua
;
MacMinn, Richard D.
;
Sun, Tao
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 393-415
Persistent link: https://www.econbiz.de/10011685199
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