On the robustness of longevity risk pricing (Q661262)
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scientific article; zbMATH DE number 6004765
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the robustness of longevity risk pricing |
scientific article; zbMATH DE number 6004765 |
Statements
On the robustness of longevity risk pricing (English)
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10 February 2012
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longevity risk
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risk-neutral method
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Wang transform
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Sharpe ratio rule
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robustness
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