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