PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES
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Publication:5152544
DOI10.1017/asb.2021.5zbMath1475.91298OpenAlexW3133555372MaRDI QIDQ5152544
Publication date: 24 September 2021
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2021.5
Applications of statistics to biology and medical sciences; meta analysis (62P10) Interest rates, asset pricing, etc. (stochastic models) (91G30) Actuarial mathematics (91G05)
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