The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts (Q654825)

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The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts
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    The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts (English)
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    21 December 2011
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    unit-linked life insurance contracts
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    mortality model risk
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    price bounds
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    stochastic control
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