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Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee-Carter Framework

✍ Scribed by Michel Denuit; Pierre Devolder; Anne-Cécile Goderniaux


Book ID
109158479
Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
815 KB
Volume
74
Category
Article
ISSN
0022-4367

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