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~isPartOf:"Insurance: Mathematics and Economics"
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Pricing and securitization of multi-country longevity risk with mortality dependence
Yang, Sharon S.
;
Wang, Chou-Wen
- In:
Insurance: Mathematics and Economics
52
(
2013
)
2
,
pp. 157-169
long-run equilibrium of the mortality rate relies on
co-integration
analysis
, and a vector error correction model (VECM) is …
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