Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee-Carter Framework
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1539-6975.2007.00203.x/fullpdf
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5. Bootstrapping the Poisson log-bilinear model for mortality forecasting
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