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

Bibliographic reference Denuit, Michel ; Haberman, S. ; Renshaw, A. E.. Comonotonic Approximations To Quantiles of Life Annuity Conditional Expected Present Values: Extensions To General Arima Models and Comparison With the Bootstrap. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 40, no. 1, p. 331-349 (2010)
Permanent URL http://hdl.handle.net/2078.1/34412
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