@article{Zheng Wei_72, author = {Zheng Wei, Chai Kechen, Qian Linyi}, title = {Research on Pricing Longevity Bonds with Cohort Mortality Dependence}, publisher = {CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS}, year = {2014}, journal = {CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS}, volume = {30}, number = {1}, eid = {72}, pages = {72-83}, keywords = {

Lee-Carter, longevity bond, mortality Dependence.

}, doi = http://aps.ecnu.edu.cn/EN/ }