Valuation of contingent claims with mortality and interest rate risks (Q732668): Difference between revisions

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Revision as of 22:17, 19 March 2024

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Valuation of contingent claims with mortality and interest rate risks
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    Valuation of contingent claims with mortality and interest rate risks (English)
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    12 October 2009
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    stochastic models
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    mortality
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    Bayes' theorem
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    forward measure
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    death and survival benefits
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