Statistical emulators for pricing and hedging longevity risk products
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Publication:320257
DOI10.1016/j.insmatheco.2016.02.006zbMath1369.91095arXiv1508.00310OpenAlexW1838704663MaRDI QIDQ320257
Publication date: 6 October 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.00310
krigingGaussian processeslongevity risklife annuitiesstatistical emulationvaluation of mortality-contingent claims
Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)
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Uses Software
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