On systematic mortality risk and risk-minimization with survivor swaps (Q3077715): Difference between revisions

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Revision as of 19:03, 19 March 2024

scientific article
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On systematic mortality risk and risk-minimization with survivor swaps
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    On systematic mortality risk and risk-minimization with survivor swaps (English)
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    22 February 2011
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    stochastic mortality
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    affine mortality structure
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    risk-minimization
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    survivor swap
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