Demand for longevity securities under relative performance concerns: Stochastic differential games with cointegration
| Autor: | Kwok, Kai Yin, Chiu, Mei Choi, Wong, Hoi Ying |
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| Zdroj: | In Insurance Mathematics and Economics November 2016 71:353-366 |
| Databáze: | ScienceDirect |
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