On the robustness of longevity risk pricing

Dynamic Asset Pricing Theory.

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Modeling and Forecasting U.S. Mortality

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<scp>A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration</scp>

Andrew J. G. Cairns, David Blake, Kevin Dowd · Journal of Risk & Insurance · 2006 · 935 citations · Full text

Business, Economics, Finance +15