Longevity bond pricing under stochastic interest rate and mortality with regime-switching (Q2252285)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Longevity bond pricing under stochastic interest rate and mortality with regime-switching |
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Statements
Longevity bond pricing under stochastic interest rate and mortality with regime-switching (English)
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16 July 2014
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longevity bond
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stochastic interest rate
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stochastic mortality
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regime switching
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stochastic flows
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exponential affine form
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