Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233): Difference between revisions

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Pricing longevity risk with the parametric bootstrap: a maximum entropy approach
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    Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (English)
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    10 February 2012
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    canonical valuation
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    cohort effects
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    mortality-linked securities
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    Cairns-Blake-Dowd model
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    Lee-Carter model
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