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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Bootstrapping"
~subject:"Sterblichkeit"
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Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk
Yang, Bowen
;
Li, Jackie
;
Balasooriya, Uditha
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 16-27
Persistent link: https://www.econbiz.de/10011312091
Saved in:
2
Pricing longevity risk with the parametric bootstrap : a maximum entropy approach
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 176-186
Persistent link: https://www.econbiz.de/10008654260
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