Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities
Bayraktar, Erhan, Milevsky, Moshe A., Promislow, S. D., Young, V.R.Year:
2008
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1335476
File:
PDF, 216 KB
english, 2008