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Mortality Risk Management Under the Factor Copula...

Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools

Hsieh, Ming-Hua, Tsai, Chenghsien Jason, Wang, Jennifer L.
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Journal:
North American Actuarial Journal
DOI:
10.1080/10920277.2019.1653201
Date:
January, 2020
File:
PDF, 727 KB
2020
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