If we can simulate it, we can insure it: An application to longevity risk management
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference38 articles.
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4. Pricing participating longevity-linked life annuities: a Bayesian Model Ensemble approach;European Actuarial Journal;2021-05-13
5. PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES;ASTIN Bulletin;2021-03-10
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