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source:"edz"
~person:"Sun, Tao"
~source:"econis"
~subject:"Capital income"
~subject:"United States"
~type_genre:"Conference paper"
~type_genre:"Fallstudie"
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Search: subject_exact:"ARCH-Modell"
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
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Mortality dependence and longevity bond pricing : a dynamic factor copula mortality model with the GAS structure
Chen, Hua
;
MacMinn, Richard D.
;
Sun, Tao
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 393-415
Persistent link: https://www.econbiz.de/10011685199
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