Mortality Modeling With Non-Gaussian Innovations and Applications to the Valuation of Longevity Swaps
| Year of publication: |
2013
|
|---|---|
| Authors: | Wang, Chou-Wen ; Huang, Hong-Chih ; Liu, I-Chien |
| Published in: |
Journal of Risk & Insurance. - American Risk and Insurance Association - ARIA, ISSN 0022-4367. - Vol. 80.2013, 3, p. 775-798
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| Publisher: |
American Risk and Insurance Association - ARIA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010722472