A generalized pricing framework addressing correlated...

Stochastics An International Journal of Probability and Stochastic Processes 2014 / 07 Vol. 86; Iss. 4

A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach

Liu, Xiaoming, Mamon, Rogemar, Gao, Huan
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Volume:
86
Language:
english
Journal:
Stochastics An International Journal of Probability and Stochastic Processes
DOI:
10.1080/17442508.2013.859388
Date:
July, 2014
File:
PDF, 149 KB
english, 2014
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