Green nested simulation via likelihood ratio: applications to longevity risk management (Q2172053)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Green nested simulation via likelihood ratio: applications to longevity risk management |
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Green nested simulation via likelihood ratio: applications to longevity risk management (English)
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14 September 2022
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likelihood ratio method
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mortality-linked securities
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nested simulation
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Lee-Carter model
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value hedges
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