Barrieu P, Veraart L ‘Pricing qforward contracts: an evaluation of estimation window, pricing metho

January 5, 2014/in Articles/by Academic Web Pages

Barrieu, P. and Veraart, L. 2014 ‘Pricing q-forward contracts: an evaluation of estimation window and pricing method under different mortality models’, Scandinavian Actuarial Journal. DOI:10.1080/03461238.2014.916228.