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~person:"Lorson, Jonas"
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Insurance pricing and hedging
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Inverse survivor bond
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Lorson, Jonas
Werding, Martin
5
Grobys, Klaus
4
Bris, David Le
3
Hautcoeur, Pierre-Cyrille
3
Lu, Yang
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Balakrishnan, N.
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Bethencourt, Carlos
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Bonnet, Carole
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Caetano, Marcelo Abi-Ramia
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Frech, H. E.
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Han, Yao
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Pal, Suvra
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Journal of Risk Finance
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Journal of risk finance : the convergence of financial products and insurance
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ECONIS (ZBW)
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The pricing of hedging longevity risk with the help of annuity securitizations: An application to the German market
Lorson, Jonas
;
Wagner, Joel
- In:
Journal of Risk Finance
15
(
2014
),
pp. 385-416
& Poor's ratings, we price an inverse
survivor
bond. This bond offers fix coupon payments to investors, while the principal …
Persistent link: https://www.econbiz.de/10010944783
Saved in:
2
The pricing of hedging longevity risk the help of annuity securitizations : an application to the German market
Lorson, Jonas
;
Wagner, Joël
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
4
,
pp. 385-416
Persistent link: https://www.econbiz.de/10010429743
Saved in:
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