Living With Ambiguity: Pricing Mortality-Linked Securities With Smooth Ambiguity Preferences
Year of publication: |
2013
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Authors: | Chen, Hua ; Sherris, Michael ; Sun, Tao ; Zhu, Wenge |
Published in: |
Journal of Risk & Insurance. - American Risk and Insurance Association - ARIA, ISSN 0022-4367. - Vol. 80.2013, 3, p. 705-732
|
Publisher: |
American Risk and Insurance Association - ARIA |
Saved in:
Online Resource
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