Pricing Standardized Mortality Securitizations: A Two‐Population Model With Transitory Jump Effects
| Year of publication: |
2013
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|---|---|
| Authors: | Zhou, Rui ; Li, Johnny Siu‐Hang ; Tan, Ken Seng |
| 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. 733-774
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