The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (Q495460): Difference between revisions

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Property / DOI: 10.1016/j.insmatheco.2015.05.005 / rank
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Property / describes a project that uses: Human Mortality / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.05.005 / rank
 
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Latest revision as of 02:45, 9 December 2024

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The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds
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    The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (English)
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    14 September 2015
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    risk-neutral valuation
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    securitization
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    Lee-Carter model
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    jump effects
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    catastrophic mortality bonds
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