Comonotonic approximations for the probability of lifetime...

Comonotonic approximations for the probability of lifetime ruin

VAN WEERT, KOEN, DHAENE, JAN, GOOVAERTS, MARC
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Volume:
11
Language:
english
Journal:
Journal of Pension Economics and Finance
DOI:
10.1017/S1474747211000217
Date:
April, 2012
File:
PDF, 607 KB
english, 2012
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