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Joint modeling of portfolio experienced and national mortality: A co-integration based approach

By Stéphane Loisel
Topics: [SHS.ECO]Humanities and Social Sciences/Economics and Finance, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Publisher: HAL CCSD
Year: 2010
OAI identifier: oai:HAL:hal-00502852v1
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