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Volumn 73, Issue 4, 2006, Pages 673-686

Killing the law of large numbers: Mortality risk premiums and the sharpe ratio

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EID: 33845430838     PISSN: 00224367     EISSN: 15396975     Source Type: Journal    
DOI: 10.1111/j.1539-6975.2006.00194.x     Document Type: Article
Times cited : (51)

References (21)
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    • Multivariate exponential tilting and pricing implications for mortality securitization
    • Cox, S. H., Y. Lin, and S. Wang, 2006, Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization, Journal of Risk and Insurance, 73(4): 719-736.
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    • Stochastic mortality in life insurance: Market reserves and mortality-linked insurance contracts
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    • The propagation of uncertainty in human mortality processes operating in stochastic environments
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.