A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach

Author： Liu Xiaoming   Mamon Rogemar   Gao Huan  

Publisher： Taylor & Francis Ltd

ISSN： 1744-2508

Source： Stochastics: An International Journal of Probability and Stochastic Processes, Vol.86, Iss.4, 2014-07, pp. : 594-608

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