A comparative study of pricing approaches for longevity instruments (Q1799642): Difference between revisions

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Revision as of 23:19, 16 July 2024

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A comparative study of pricing approaches for longevity instruments
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    A comparative study of pricing approaches for longevity instruments (English)
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    19 October 2018
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    longevity derivatives
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    incomplete market
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    state-space model
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    Bayesian inference
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    Markov chain Monte Carlo
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    parameter uncertainty
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