Quadratic stochastic intensity and prospective mortality tables (Q938051)

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scientific article; zbMATH DE number 5312909
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English
Quadratic stochastic intensity and prospective mortality tables
scientific article; zbMATH DE number 5312909

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    Quadratic stochastic intensity and prospective mortality tables (English)
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    18 August 2008
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    mortality table
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    life insurance
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    longevity risk
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    mortality linked securities (MLS)
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    affine model
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    quadratic model
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    Kalman filter
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