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Partial splitting of longevity and financial risks: The longevity nominal choosing swaptions

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

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