The fair value of guaranteed annuity options (Q3440844)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fair value of guaranteed annuity options |
scientific article |
Statements
The fair value of guaranteed annuity options (English)
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29 May 2007
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fair value
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options
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annuities
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stochastic mortality
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longevity risk
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financial risk
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double stochastic stopping times
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affine processes
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