Annuity contract valuation under dependent risks (Q2300949)

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scientific article; zbMATH DE number 7175790
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    Annuity contract valuation under dependent risks
    scientific article; zbMATH DE number 7175790

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      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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