Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233)
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scientific article; zbMATH DE number 6004746
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing longevity risk with the parametric bootstrap: a maximum entropy approach |
scientific article; zbMATH DE number 6004746 |
Statements
Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (English)
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10 February 2012
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canonical valuation
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cohort effects
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mortality-linked securities
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Cairns-Blake-Dowd model
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Lee-Carter model
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0.89369166
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0.86643887
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0.8558829
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0.84162426
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0.8409507
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0.83839196
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0.83795965
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0.8335025
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