Author:
Qian Linyi,Wang Wei,Wang Rongming,Tang Yincai
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference24 articles.
1. Nonparametric pricing of interest rate derivative securities;Ait-Sahalia;Econometrica,1996
2. Affine processes for dynamic mortality and actuarial valuations;Biffis;Insurance: Mathematics Economics,2005
3. Biffis, E., Denuit, M., Devolder, P., 2005. Stochastic mortality under measure changes. Cass Business School Research Paper.
4. Biffis, E., Denuit, M., 2006. Lee Carter goes risk neutral. Cass Business School Research Paper.
5. The design of equity-indexed annuities;Boyle;Insurance: Mathematics and Economics,2008
Cited by
23 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献