Pricing longevity risk with the parametric bootstrap: A...

Pricing longevity risk with the parametric bootstrap: A maximum entropy approach

Johnny Siu-Hang Li
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Volume:
47
Year:
2010
Language:
english
Pages:
11
DOI:
10.1016/j.insmatheco.2010.05.004
File:
PDF, 885 KB
english, 2010
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