Partial splitting of longevity and financial risks: The longevity nominal choosing swaptions
Bensusan, Harry; El Karoui, Nicole; Loisel, Stéphane; Salhi, Yahia
- 期刊名称Insurance: Mathematics and Economics
- 作者Bensusan, Harry; El Karoui, Nicole; Loisel, Stéphane; Salhi, Yahia
- 印刷ISSN0167-6687
- 文件大小640.04KB
- 发表时间2016-3
- DOI10.1016/j.insmatheco.2016.02.001