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Indifference Pricing of Pure Endowments and Life Annuities Under Stochastic Hazard and Interest Rates

Insurance: Mathematics and Economics - Netherlands
doi 10.1016/j.insmatheco.2006.11.009
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Abstract

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Categories
UncertaintyEconomicsStatisticsEconometricsProbability
Date

February 1, 2008

Authors
Michael LudkovskiVirginia R. Young
Publisher

Elsevier BV


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