Research on Pricing Longevity Bonds with Cohort Mortality Dependence

Zheng Wei, Chai Kechen, Qian Linyi

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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2014, Vol. 30 ›› Issue (1) : 72-83.
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Research on Pricing Longevity Bonds with Cohort Mortality Dependence

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