Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities
| Year of publication: |
2009
|
|---|---|
| Authors: | Bayraktar, Erhan ; Milevsky, Moshe A. ; David Promislow, S. ; Young, Virginia R. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 33.2009, 3, p. 676-691
|