A comparative study of pricing approaches for longevity instruments (Q1799642)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparative study of pricing approaches for longevity instruments |
scientific article |
Statements
A comparative study of pricing approaches for longevity instruments (English)
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19 October 2018
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longevity derivatives
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incomplete market
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state-space model
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Bayesian inference
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Markov chain Monte Carlo
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parameter uncertainty
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