Annuity contract valuation under dependent risks (Q2300949)
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scientific article; zbMATH DE number 7175790
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Annuity contract valuation under dependent risks |
scientific article; zbMATH DE number 7175790 |
Statements
Annuity contract valuation under dependent risks (English)
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28 February 2020
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Lee-Carter model
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mortality
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Hull-White model
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comonotonic bound
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forward measure
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numériare
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0.8213270306587219
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0.8136090636253357
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0.7948727011680603
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0.7916019558906555
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0.7848480343818665
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