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The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds

Yanxin Liu, Johnny Siu-Hang Li

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Source: Crossref

Published: Sep 1, 2015

DOI: 10.1016/j.insmatheco.2015.05.005

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The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds — Mathematical Frontier Network