Heath–Jarrow–Morton modelling of longevity bonds and the risk minimization of life insurance portfolios
| Year of publication: |
2008
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|---|---|
| Authors: | Barbarin, Jérôme |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 43.2008, 1, p. 41-56
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