The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113): Difference between revisions

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Latest revision as of 02:48, 13 July 2024

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The role of the dependence between mortality and interest rates when pricing guaranteed annuity options
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    The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (English)
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    14 December 2016
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    stochastic mortality
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    affine interest rate models
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    dependence
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    guaranteed annuity options
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    Wishart process
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