Longevity modelling and pricing under a dependent multi-cohort framework
Year of publication: |
2020
|
---|---|
Authors: | Zeddouk, Fadoua ; Devolder, Pierre |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 8.2020, 4, p. 1-23
|
Publisher: |
Basel : MDPI |
Subject: | multi-cohort | longevity hedging | survival forward | Cost of Capital |
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