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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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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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Systemic risk and the interconnectedness between banks and insurers : an econometric analysis
Chen, Hua
;
Cummins, John David
;
Viswanathan, Krupa S.
; …
- In:
The journal of risk and insurance : the journal of the …
81
(
2014
)
3
,
pp. 623-652
Persistent link: https://www.econbiz.de/10010406701
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