Modeling pandemic mortality risk and its application to mortality-linked security pricing (Q2172056)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling pandemic mortality risk and its application to mortality-linked security pricing |
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Modeling pandemic mortality risk and its application to mortality-linked security pricing (English)
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14 September 2022
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pandemic mortality risk
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COVID-19
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Wang transform
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mortality-linked security
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threshold jump approach
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