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Securitization of longevity risk: Pricing survivor bonds with Wang transform in the Lee-Carter framework

Bibliographic reference Denuit, Michel ; Goderniaux, Anne-Cécile ; Devolder, Pierre. Securitization of longevity risk: Pricing survivor bonds with Wang transform in the Lee-Carter framework. In: Journal of Risk and Insurance, Vol. 74, p. 87-113 (2007)
Permanent URL http://hdl.handle.net/2078/16936
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