THE PRICING OF MORTALITY-LINKED CONTINGENT CLAIMS: AN EQUILIBRIUM APPROACH
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Publication:5398346
DOI10.1017/asb.2013.3zbMath1309.91143MaRDI QIDQ5398346
Larry Y. Tzeng, Jeffrey Tzuhao Tsai
Publication date: 27 February 2014
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/e386374187ee78f4484cb33627cfb1a4a9c429e8
91G20: Derivative securities (option pricing, hedging, etc.)
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