Pricing extreme mortality risk in the wake of the COVID-19 pandemic (Q2681451)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing extreme mortality risk in the wake of the COVID-19 pandemic |
scientific article |
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Pricing extreme mortality risk in the wake of the COVID-19 pandemic (English)
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3 February 2023
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affine jump-diffusion model
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COVID-19
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implied market price of risk
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instantaneous correlation
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mortality-linked security
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pricing
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