Evaluating and extending the Lee-Carter model for mortality forecasting: Bootstrap confidence interval
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Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 38 (2006)
Issue (Month): 1 (February)
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Web page: http://www.elsevier.com/locate/inca/505554
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Open Access publications from Tilburg University
urn:nbn:nl:ui:12-4578387, Tilburg University.
- Lee, Yung-Tsung & Wang, Chou-Wen & Huang, Hong-Chih, 2012. "On the valuation of reverse mortgages with regular tenure payments," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 430-441.
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