Participating life annuities incorporating longevity risk sharing arrangements

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Non-peer-reviewed papers

Jorge Miguel Bravo (Bravo, J.); Corte Real, Pedro (Corte Real, Pedro); Silva, Carlos Manuel Pereira da (Silva, Carlos Manuel Pereira da);

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2012

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Times Cited: 17

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Keywords

longevity risk; annuities; affine models; stochastic mortality; longevity-linked derivatives;

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