On the pricing of longevity-linked securities (Q659196)

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On the pricing of longevity-linked securities
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    title
    On the pricing of longevity-linked securities (English)
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    author
    Daniel J. Bauer
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    Matthias Börger
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    Jochen Ruß
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    publication date
    10 February 2012
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    zbMATH DE Number
    6004680
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    zbMATH Keywords
    longevity risk
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    stochastic mortality
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    longevity derivatives
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