Lee-Carter goes risk-neutral: An application to the Italian annuity market

Biffis, E.;Denuit, Michel
(2006) Istituto Italiano degli Attuari. Giornale — p. 33-53 (2006)

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  • Louvain School of Management

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Biffis, E., & Denuit, M. (2006). Lee-Carter goes risk-neutral: An application to the Italian annuity market. Istituto Italiano degli Attuari. Giornale, 33-53. https://hdl.handle.net/2078.5/85419 (Original work published 2006)