Mortality-dependent financial risk measures (Q2499824)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mortality-dependent financial risk measures |
scientific article |
Statements
Mortality-dependent financial risk measures (English)
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14 August 2006
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mortality risk
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longevity bonds
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value-at-risk
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coherent risk measures
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spectral risk measures
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