Modeling and Pricing Longevity Derivatives Using Stochastic...

North American Actuarial Journal 2014 / 01 Vol. 18; Iss. 1

Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform

Chuang, Shuo-Li, Brockett, Patrick L.
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Volume:
18
Language:
english
Journal:
North American Actuarial Journal
DOI:
10.1080/10920277.2013.873708
Date:
January, 2014
File:
PDF, 266 KB
english, 2014
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