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2006 Re-Envisioning Retirement in the 21st Century Symposium: Mortality Improvement Select Birth Cohorts and Their Effect on Pricing of Survivor Bonds
Re-Envisioning Retirement in the 21st Century Symposium: Mortality Improvement Select Birth Cohorts and Their Effect ... effect of select birth cohorts on pricing of mortality-based securities, such as survivor bonds, life ...- Authors: Krzysztof Ostaszewski, Richard MacMinn, Ranee Thiagarajah, Frederik Weber
- Date: May 2006
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Pensions & Retirement>Risk management
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Mortality Improvement Select Birth Cohorts and Their Effect on Pricing of Survivor Bonds
Mortality Improvement Select Birth Cohorts and Their Effect on Pricing of Survivor Bonds The abstract ... abstract for paper Mortality Improvement Select Birth Cohorts and Their Effect on Pricing Survivor Bonds.- Authors: Krzysztof Ostaszewski, Richard MacMinn, Ranee Thiagarajah, Frederik Weber
- Date: May 2006
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Pensions & Retirement>Risk management
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Fuzzy Volatility Forecasts and Fuzzy Option Values
a fuzzy subset of X . Then the support of A, S(A), is S(A) = {x ∈ X : µA(x) > 0} The height h(A) of ... q) Errors yt − µ¯ = ∞∑ j=0 ψ¯jat−j , where ψj ′s are such that ∞∑ j=0 ∫ 1 0 (ψ2j1(γ) + ψ 2 j2(γ))γ ...- Authors: Ranee Thiagarajah
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Stochastic models