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