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Mortality derivatives and the option to annuitise
Author(s):
Moshe A Milevsky
,
S David Promislow
Publication date
Created:
December 2001
Publication date
(Print):
December 2001
Journal:
Insurance: Mathematics and Economics
Publisher:
Elsevier BV
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8
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An Econometric Model of the Term Structure of Interest-Rate Swap Yields
Darrell Duffie
,
KENNETH SINGLETON
(1997)
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Bond and Option Pricing when Short Rates are Lognormal
Fischer Black
,
Piotr Karasinski
(1991)
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Martingale Methods in Financial Modelling
Marek Musiela
,
Marek Rutkowski
(1997)
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Author and article information
Journal
Title:
Insurance: Mathematics and Economics
Abbreviated Title:
Insurance: Mathematics and Economics
Publisher:
Elsevier BV
ISSN (Print):
01676687
Publication date Created:
December 2001
Publication date (Print):
December 2001
Volume
: 29
Issue
: 3
Pages
: 299-318
Article
DOI:
10.1016/S0167-6687(01)00093-2
SO-VID:
0fd19abc-dd9a-4445-8ba6-84d3b39d696a
Copyright ©
© 2001
License:
http://www.elsevier.com/tdm/userlicense/1.0/
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