马氏机制转换的含跳的O-U随机死亡率模型下看涨期权型长寿风险衍生品的定价
许超; 董迎辉
马氏机制转换的含跳的O-U随机死亡率模型下看涨期权型长寿风险衍生品的定价
Pricing an Option-Type Longevity Derivative under a Regime-Switching O-U Stochastic Mortality Model with Jumps
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