Quadratic stochastic intensity and prospective mortality tables (Q938051)
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English | Quadratic stochastic intensity and prospective mortality tables |
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Quadratic stochastic intensity and prospective mortality tables (English)
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18 August 2008
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mortality table
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life insurance
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longevity risk
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mortality linked securities (MLS)
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affine model
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quadratic model
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Kalman filter
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