On the calibration of mortality forward curves
Year of publication: |
2011
|
---|---|
Authors: | Li, Johnny Siu-hang ; Ng, Andrew Cheuk-yin ; Chan, Wai-Sum |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 10, p. 947-970
|
Subject: | mortality derivative | Derivat | Derivative |
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