The Cost of Counterparty Risk and Collateralization in...

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The Cost of Counterparty Risk and Collateralization in Longevity Swaps

Biffis, Enrico, Blake, David, Pitotti, Lorenzo, Sun, Ariel
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Language:
english
Journal:
Journal of Risk and Insurance
DOI:
10.1111/jori.12055
Date:
January, 2015
File:
PDF, 474 KB
english, 2015
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