A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
Year of publication: |
2010
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Authors: | Pang, Gaobo ; Warshawsky, Mark |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 46.2010, 1, p. 162-173
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