Mortality Modeling With Non‐Gaussian Innovations and Applications to the Valuation of Longevity Swaps
| Year of publication: |
2013
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| Authors: | Wang, Chou‐Wen ; Huang, Hong‐Chih ; Liu, I‐Chien |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 4106738. - Vol. 80.2013, 3, p. 775-798
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