On systematic mortality risk and risk-minimization with survivor swaps (Q3077715)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On systematic mortality risk and risk-minimization with survivor swaps |
scientific article |
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On systematic mortality risk and risk-minimization with survivor swaps (English)
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22 February 2011
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stochastic mortality
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affine mortality structure
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risk-minimization
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survivor swap
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