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~person:"Lorson, Jonas"
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Lorson, Jonas
Aksoy, Yunus
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Basso, Henrique S.
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Fender, Ingo
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Mitchell, Janet
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Asriyan, Vladimir
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Bougheas, Spiros
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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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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
insurance risk are forecasted. Based on the percentile
tranching
method, where individual tranches are aligned to Standard …
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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