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Communication Dans Un Congrès Année : 2007

In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps

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hal-00397274 , version 1 (19-06-2009)

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  • HAL Id : hal-00397274 , version 1

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Stéphane Loisel. In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps. Conférence ASMDA (Applied Stochastic Models and Data Analysis), May 2007, Chania, Greece. ⟨hal-00397274⟩
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