Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap

Publisher： Cambridge University Press

E-ISSN： 1783-1350|40|1|331-349

ISSN： 0515-0361

Source： ASTIN Bulletin, Vol.40, Iss.1, 2010-05, pp. : 331-349

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