Citation: | XU Chao, DONG Yinghui. Pricing an Option-Type Longevity Derivative under a Regime-Switching O-U Stochastic Mortality Model with Jumps[J]. Chinese Journal of Applied Probability and Statistics, 2018, 34(3): 297-311. DOI: 10.3969/j.issn.1001-4268.2018.03.007 |