Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee-Carter Framework
| Year of publication: |
2007
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| Authors: | Denuit, Michel ; Devolder, Pierre ; Goderniaux, Anne-Cécile |
| 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. 74.2007, 1, p. 87-114
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