Pricing Standardized Mortality Securitizations: A Two-Population Model With Transitory Jump Effects
| Year of publication: |
2013
|
|---|---|
| Authors: | Zhou, Rui ; Li, Johnny Siu-Hang ; Tan, Ken Seng |
| Published in: |
Journal of Risk & Insurance. - American Risk and Insurance Association - ARIA, ISSN 0022-4367. - Vol. 80.2013, 3, p. 733-774
|
| Publisher: |
American Risk and Insurance Association - ARIA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010722467