Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling longevity bonds: analysing the Swiss Re Kortis bond |
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Modelling longevity bonds: analysing the Swiss Re Kortis bond (English)
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20 August 2015
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mortality modelling
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age/period/cohort models
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general procedure
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cointegration
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cohort effects
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Kortis bond
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