Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk (Q2347055)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk |
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Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk (English)
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26 May 2015
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bootstrapping
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model error
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longevity risk
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risk-neutral pricing
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maximum entropy method
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