Model-independent price bounds for catastrophic mortality bonds (Q2657008)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model-independent price bounds for catastrophic mortality bonds |
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Model-independent price bounds for catastrophic mortality bonds (English)
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17 March 2021
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mortality risk
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catastrophic mortality bonds
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model-independent bounds
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Asian options
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comonotonicity
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