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

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应用概率统计 ›› 2018, Vol. 34 ›› Issue (3) : 297-311. DOI: 10.3969/j.issn.1001-4268.2018.03.007
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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

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Pricing an Option-Type Longevity Derivative under a Regime-Switching O-U Stochastic Mortality Model with Jumps

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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}. 2018, 34(3): 297-311 https://doi.org/10.3969/j.issn.1001-4268.2018.03.007
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2018, 34(3): 297-311 https://doi.org/10.3969/j.issn.1001-4268.2018.03.007

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