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Convexity
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Insurance: Mathematics and Economics
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Actuarial applications of the
linear
hazard
transform
in mortality immunization
Tsai, Cary Chi-Liang
;
Chung, San-Lin
- In:
Insurance: Mathematics and Economics
53
(
2013
)
1
,
pp. 48-63
In this paper, we apply the
linear
hazard
transform
to mortality immunization. When there is a change in mortality …
Persistent link: https://www.econbiz.de/10010681884
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