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Revision as of 10:48, 24 June 2024

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Affine processes for dynamic mortality and actuarial valuations
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    Affine processes for dynamic mortality and actuarial valuations (English)
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    8 March 2006
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    affine jump-diffusion
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    stochastic mortality
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    doubly stochastic processes
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    longevity risk
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    fair value
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