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Longevity modelling and pricing under a dependent multi-cohort framework
Zeddouk, Fadoua
;
Devolder, Pierre
- In:
Risks
8
(
2020
)
4
,
pp. 1-23
stochastic part. We provide a pricing framework for a new
survival
forward
contract under the Cost of Capital, risk-neutral and …
Persistent link: https://www.econbiz.de/10013200654
Saved in:
2
Longevity modelling and pricing under a dependent multi-cohort framework
Zeddouk, Fadoua
;
Devolder, Pierre
- In:
Risks : open access journal
8
(
2020
)
4/121
,
pp. 1-23
stochastic part. We provide a pricing framework for a new
survival
forward
contract under the Cost of Capital, risk-neutral and …
Persistent link: https://www.econbiz.de/10012390832
Saved in:
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