Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283): Difference between revisions

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+The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case
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+Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
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+Valuation and hedging of life insurance liabilities with systematic mortality risk
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+Modeling and Forecasting U.S. Mortality
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+Mortality derivatives and the option to annuitise.
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+Affine stochastic mortality
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+Publication:998283