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~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~person:"Wang, Chou-wen"
~subject:"Insurance-Linked Securities"
~subject:"Mortality"
~subject:"Risk model"
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Wang, Chou-wen
Blake, David
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
2
Insurance / Mathematics & economics
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Pricing survivor derivatives with cohort mortality dependence under the Lee-Carter framework
Wang, Chou-wen
;
Yang, Sharon S.
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
4
,
pp. 1027-1056
Persistent link: https://www.econbiz.de/10010235570
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Mortality modeling with non-Gaussian innovations and applications to the valuation of longevity swaps
Wang, Chou-wen
;
Huang, Hong-chih
;
Liu, I-chien
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 775-797
Persistent link: https://www.econbiz.de/10010127204
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