The role of the dependence between mortality and interest rates when pricing Guaranteed Annuity Options
Deelstra, Griselda, Grasselli, Martino, Van Weverberg, ChristopherVolume:
71
Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2016.09.010
Date:
November, 2016
File:
PDF, 1.20 MB
english, 2016