Toggle navigation
Home
Publications
Publications
Authors
Institutions
Journals
Rankings
Authors
Institutions
Journals
About
FAQ
Links
Contacts
PT
Sign in
Article
Title:
Pricing Guaranteed Annuity Options in a Linear-Rational Wishart Mortality Model
Author:
José da Fonseca
(
U Paris I
,
Auckland U Technology
)
Journal:
Insurance: Mathematics and Economics
Year:
2024
Volume:
115
Pages:
122-131
JEL codes:
G13 - Contingent Pricing; Futures Pricing
G22 - Insurance; Insurance Companies
DOI:
10.1016/j.insmatheco.2024.01.004
Back