Statistical emulators for pricing and hedging longevity risk products (Q320257)

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Statistical emulators for pricing and hedging longevity risk products
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    Statistical emulators for pricing and hedging longevity risk products (English)
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    6 October 2016
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    statistical emulation
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    longevity risk
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    life annuities
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    valuation of mortality-contingent claims
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    kriging
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    Gaussian processes
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