Type of Publication: Article in Journal

Modelling the forward surface of mortality

Author(s):

Bauer, D.; Benth, F. E.; Kiesel, R.

Title of Journal:

SIAM Journal on Financial Mathematics

Volume (Publication Date):

3 (2012)

Number of Issue:

1

pages:

639-666

Digital Object Identifier (DOI):

doi:10.1137/100818261

Link to complete version:

http://dx.doi.org/10.1137/100818261

Citation:

Download BibTeX