A subordinated Markov model for stochastic mortality (Q2391941)

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scientific article; zbMATH DE number 6195115
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    A subordinated Markov model for stochastic mortality
    scientific article; zbMATH DE number 6195115

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      A subordinated Markov model for stochastic mortality (English)
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      5 August 2013
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      Markov model
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      stochastic mortality
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      aging process
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      finite-state Markov process
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      mortality-linked securities
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      general valuation framework
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      ruin theory
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      queuing theory
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