The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (Q495460)
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scientific article; zbMATH DE number 6481767
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| English | The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds |
scientific article; zbMATH DE number 6481767 |
Statements
The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (English)
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14 September 2015
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risk-neutral valuation
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securitization
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Lee-Carter model
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jump effects
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catastrophic mortality bonds
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0.8650041818618774
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0.7530773282051086
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0.7466953992843628
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0.7178855538368225
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0.7100059986114502
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