Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach (Q492638): Difference between revisions

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Latest revision as of 15:45, 10 July 2024

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Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach
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    Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach (English)
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    20 August 2015
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    dynamic copula
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    non-Gaussian distributions
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    mortality dependence
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    survivor swaps
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    stochastic mortality model
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    Identifiers

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