A cautionary note on pricing longevity index swaps (Q2868593)
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scientific article; zbMATH DE number 6239136
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A cautionary note on pricing longevity index swaps |
scientific article; zbMATH DE number 6239136 |
Statements
A cautionary note on pricing longevity index swaps (English)
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17 December 2013
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stochastic mortality
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longevity risk
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model risk
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parametric risk
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