Mortality Modeling With Non-Gaussian Innovations and Applications to the Valuation of Longevity Swaps
Year of publication: |
2013
|
---|---|
Authors: | Wang, Chou-Wen ; Huang, Hong-Chih ; Liu, I-Chien |
Published in: |
Journal of Risk & Insurance. - American Risk and Insurance Association - ARIA, ISSN 0022-4367. - Vol. 80.2013, 3, p. 775-798
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Publisher: |
American Risk and Insurance Association - ARIA |
Saved in:
Online Resource
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