Pricing Survivor Derivatives With Cohort Mortality Dependence Under the Lee–Carter Framework
| Year of publication: |
2013
|
|---|---|
| Authors: | Wang, Chou-Wen ; Yang, Sharon S. |
| Published in: |
Journal of Risk & Insurance. - American Risk and Insurance Association - ARIA, ISSN 0022-4367. - Vol. 80.2013, 4, p. 1027-1056
|
| Publisher: |
American Risk and Insurance Association - ARIA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010728672