Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic mortality dynamics driven by mixed fractional Brownian motion |
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Stochastic mortality dynamics driven by mixed fractional Brownian motion (English)
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14 September 2022
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stochastic mortality modeling
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long-range dependence
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directional derivative
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mortality sensitivity
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natural hedging
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