Calibrating affine stochastic mortality models using term assurance premiums
Year of publication: |
2011
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Authors: | Russo, Vincenzo ; Giacometti, Rosella ; Ortobelli, Sergio ; Rachev, Svetlozar ; Fabozzi, Frank J. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 49.2011, 1, p. 53-61
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