Modeling and pricing longevity derivatives using stochastic mortality rates and the Esscher transform (Q5742657)
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scientific article; zbMATH DE number 7055005
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| English | Modeling and pricing longevity derivatives using stochastic mortality rates and the Esscher transform |
scientific article; zbMATH DE number 7055005 |
Statements
Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform (English)
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15 May 2019
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longevity derivatives pricing
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Lee-Carter mortality model
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Lévy stochastic process
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Esscher transformation
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0.763981819152832
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0.7630032300949097
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0.7600606679916382
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0.7556127905845642
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0.751395046710968
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