Pricing Survivor Derivatives With Cohort Mortality Dependence Under the Lee–Carter Framework

✍ Scribed by Chou-Wen Wang; Sharon S. Yang

• Book ID: 117961671
• Publisher: John Wiley and Sons
• Year: 2012
• Tongue: English
• Weight: 890 KB
• Volume: 80
• Category: Article
• ISSN: 0022-4367
• DOI: 10.1111/j.1539-6975.2012.01488.x