The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case
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- Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1997.
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- Milevsky, Moshe A. & David Promislow, S., 2001. "Mortality derivatives and the option to annuitise," Insurance: Mathematics and Economics, Elsevier, vol. 29(3), pages 299-318, December.
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