The fair value of guaranteed annuity options (Q3440844)

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The fair value of guaranteed annuity options
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    The fair value of guaranteed annuity options (English)
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    29 May 2007
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    fair value
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    options
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    annuities
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    stochastic mortality
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    longevity risk
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    financial risk
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    double stochastic stopping times
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    affine processes
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