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Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model With the GAS Structure
Chen, Hua, MacMinn, Richard D., Sun, TaoVolume:
84
Language:
english
Journal:
Journal of Risk and Insurance
DOI:
10.1111/jori.12214
Date:
April, 2017
File:
PDF, 791 KB
english, 2017