Longevity bond premiums: The extreme value approach and risk cubic pricing
| Year of publication: |
2010
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|---|---|
| Authors: | Biffis, Enrico ; Blake, David |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 46.2010, 1, p. 150-162
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